+173.3%
KDP vs QLD
+1,646.9%
-1,473.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | +9.2% | -8.4% | +17.6% | +9.9% |
| 6M | +14.7% | +32.2% | -17.5% | +9.1% |
| YTD | +19.2% | +28.9% | -9.7% | +13.6% |
| 1Y | +15.2% | +43.8% | -28.7% | +7.6% |
| 3Y | +6.0% | +176.6% | -170.6% | -14.0% |
| 5Y | +5.4% | +121.6% | -116.1% | -14.6% |
| All | +173.3% | +1,646.9% | -1,473.6% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling