+239.3%
KDP vs QLD
+1,470.2%
-1,231.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | -0.1% |
| 7D | +0.3% | -1.4% | +1.8% | +0.3% |
| 30D | +16.3% | -19.6% | +35.9% | +19.4% |
| 3M | +24.0% | -14.1% | +38.1% | +26.0% |
| 6M | +30.0% | -13.6% | +43.6% | +31.1% |
| YTD | +36.1% | +12.5% | +23.5% | +31.5% |
| 1Y | +46.8% | +13.1% | +33.7% | +41.6% |
| 3Y | +30.5% | +154.7% | -124.2% | +6.7% |
| 5Y | +17.9% | +81.1% | -63.2% | -1.5% |
| 10Y | +239.3% | +1,418.0% | -1,178.7% | +63.4% |
| All | +239.3% | +1,470.2% | -1,231.0% | +63.4% |
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