+1,117.5%
KDP vs QID
-100.0%
+1,217.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.2% |
| 30D | +6.0% | 0.0% | +6.0% | +6.0% |
| 3M | +9.2% | +3.7% | +5.5% | +10.5% |
| 6M | +14.7% | -29.9% | +44.5% | +7.3% |
| YTD | +19.2% | -28.8% | +48.0% | +12.0% |
| 1Y | +15.2% | -37.2% | +52.3% | +5.6% |
| 3Y | +6.0% | -73.7% | +79.7% | -17.2% |
| 5Y | +5.4% | -80.7% | +86.2% | -17.8% |
| 10Y | +171.9% | -99.1% | +271.0% | +8.2% |
| All | +1,117.5% | -100.0% | +1,217.5% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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