+26.8%
QSR vs KIM
+43.4%
-16.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.7% | -1.5% | -3.2% | -4.2% |
| 30D | +4.3% | -1.7% | +6.0% | +4.9% |
| 3M | +5.4% | -7.1% | +12.6% | +8.1% |
| 6M | +8.2% | +2.9% | +5.3% | +7.2% |
| YTD | +14.1% | +18.8% | -4.7% | +7.7% |
| 1Y | +28.1% | +9.4% | +18.7% | +24.1% |
| All | +26.8% | +43.4% | -16.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling