-94.8%
SQQQ vs KIM
+35.9%
-130.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -3.1% |
| 7D | +1.8% | -1.7% | +3.5% | -0.1% |
| 30D | +4.2% | -3.0% | +7.1% | +0.6% |
| 3M | -3.3% | -8.9% | +5.6% | -14.2% |
| 6M | -43.6% | +2.4% | -46.0% | -42.2% |
| YTD | -41.9% | +18.3% | -60.2% | -29.3% |
| 1Y | -50.6% | +8.2% | -58.8% | -46.4% |
| 3Y | -89.3% | +44.0% | -133.3% | -80.6% |
| All | -94.8% | +35.9% | -130.7% | -89.7% |
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