+35,000.4%
TQQQ vs KIM
+299.1%
+34,701.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.6% |
| 30D | -3.1% | -1.7% | -1.4% | -1.8% |
| 3M | -5.2% | -0.8% | -4.4% | -6.1% |
| 6M | +52.4% | +4.4% | +48.0% | +44.1% |
| YTD | +37.4% | +21.2% | +16.2% | +13.2% |
| 1Y | +56.0% | +10.5% | +45.4% | +38.5% |
| 3Y | +268.7% | +47.5% | +221.2% | +154.7% |
| 5Y | +101.2% | +37.1% | +64.2% | +62.3% |
| 10Y | +2,840.4% | +29.5% | +2,810.9% | +2,257.3% |
| All | +35,000.4% | +299.1% | +34,701.3% | +7,250.1% |
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