+229.6%
KDP vs QLD
+1,375.1%
-1,145.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.0% |
| 7D | +2.2% | -10.3% | +12.5% | +3.5% |
| 30D | +19.9% | -26.1% | +46.0% | +24.5% |
| 3M | +21.5% | -17.8% | +39.2% | +24.1% |
| 6M | +30.1% | -15.6% | +45.7% | +31.6% |
| YTD | +34.9% | +5.4% | +29.6% | +31.6% |
| 1Y | +43.4% | +5.2% | +38.2% | +39.7% |
| 3Y | +29.1% | +139.4% | -110.4% | +6.4% |
| 5Y | +15.0% | +66.7% | -51.7% | -2.7% |
| All | +229.6% | +1,375.1% | -1,145.5% | +59.1% |
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