-44.6%
QS vs KIM
+157.1%
-201.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -0.7% | -4.0% | +3.3% | +1.7% |
| 3M | -39.6% | +0.5% | -40.2% | -40.7% |
| 6M | -21.7% | +3.6% | -25.3% | -24.5% |
| YTD | -47.4% | +20.4% | -67.8% | -54.5% |
| 1Y | -28.4% | +9.7% | -38.1% | -34.2% |
| 3Y | -22.6% | +46.0% | -68.6% | -41.8% |
| 5Y | -75.6% | +34.4% | -110.0% | -79.9% |
| All | -44.6% | +157.1% | -201.7% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling