+53.9%
QSR vs KIM
+34.6%
+19.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -2.9% | +0.1% | -3.1% | -3.0% |
| 30D | +4.1% | +14.1% | -10.0% | -0.6% |
| 3M | -0.7% | +6.0% | -6.7% | -2.7% |
| 6M | +0.4% | +13.2% | -12.8% | -3.8% |
| YTD | +13.5% | +30.4% | -16.9% | +3.4% |
| 1Y | +11.0% | +31.0% | -20.0% | +0.9% |
| 3Y | +22.0% | +67.6% | -45.6% | +0.3% |
| All | +53.9% | +34.6% | +19.3% | +35.0% |
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