-100.0%
SQQQ vs KIM
+299.1%
-399.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.9% |
| 7D | -4.2% | -0.3% | -3.8% | -4.4% |
| 30D | +2.4% | -1.7% | +4.1% | +0.9% |
| 3M | -5.7% | -0.8% | -4.8% | -7.1% |
| 6M | -46.6% | +4.4% | -51.0% | -44.8% |
| YTD | -42.7% | +21.2% | -64.0% | -32.9% |
| 1Y | -52.6% | +10.5% | -63.1% | -48.6% |
| 3Y | -89.8% | +47.5% | -137.3% | -84.2% |
| 5Y | -94.7% | +37.1% | -131.8% | -90.4% |
| 10Y | -100.0% | +29.5% | -129.5% | -99.9% |
| All | -100.0% | +299.1% | -399.1% | -100.0% |
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 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