+30.0%
KDP vs QLD
+134.4%
-104.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.7% | +13.0% | +0.3% |
| 7D | +4.5% | -18.6% | +23.1% | +4.5% |
| 30D | +18.5% | -28.3% | +46.8% | +18.6% |
| 3M | +20.8% | -20.4% | +41.2% | +20.8% |
| 6M | +29.4% | -14.3% | +43.7% | +29.0% |
| YTD | +35.9% | +2.8% | +33.1% | +34.6% |
| 1Y | +42.5% | -1.2% | +43.7% | +41.3% |
| All | +30.0% | +134.4% | -104.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling