+40.4%
QSR vs KIM
+35.1%
+5.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| YTD | +14.1% | +18.8% | -4.7% | +7.5% |
| 1Y | +28.1% | +9.4% | +18.7% | +23.9% |
| 3Y | +25.3% | +44.6% | -19.3% | +8.7% |
| 5Y | +40.4% | +37.9% | +2.5% | +22.3% |
| All | +40.4% | +35.1% | +5.3% | +22.3% |
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 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