-89.4%
QS vs KIM
+36.8%
-126.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | -5.0% | -1.0% | -4.0% | -4.0% |
| 30D | -1.4% | +14.8% | -16.2% | -12.7% |
| 3M | -33.6% | +8.1% | -41.7% | -38.1% |
| 6M | -47.6% | +11.7% | -59.2% | -53.6% |
| YTD | -59.6% | +30.7% | -90.3% | -69.6% |
| 1Y | -73.5% | +29.7% | -103.3% | -80.1% |
| 3Y | -23.0% | +65.1% | -88.1% | -57.2% |
| 5Y | -89.4% | +34.7% | -124.0% | -92.5% |
| All | -89.4% | +36.8% | -126.2% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling