+196.9%
QSR vs KIM
+64.6%
+132.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +5.9% | -1.7% | +7.6% | +6.6% |
| 3M | +10.5% | -0.8% | +11.3% | +10.8% |
| 6M | +7.7% | +4.4% | +3.3% | +5.8% |
| YTD | +16.8% | +21.2% | -4.5% | +8.3% |
| 1Y | +30.9% | +10.5% | +20.3% | +25.5% |
| 3Y | +28.2% | +47.5% | -19.3% | +8.4% |
| 5Y | +45.0% | +37.1% | +7.9% | +23.3% |
| 10Y | +127.3% | +29.5% | +97.8% | +77.6% |
| All | +196.9% | +64.6% | +132.3% | +97.9% |
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 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