+6.8%
KDP vs QLD
+121.5%
-114.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 6M | +14.7% | +32.2% | -17.5% | +11.4% |
| YTD | +19.2% | +28.9% | -9.7% | +15.9% |
| 1Y | +15.2% | +43.8% | -28.7% | +10.7% |
| 3Y | +6.0% | +176.6% | -170.6% | -7.5% |
| All | +6.8% | +121.5% | -114.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling