+19.7%
KDP vs QLD
+81.6%
-61.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.8% |
| 7D | +8.2% | -3.8% | +12.0% | +8.4% |
| 30D | +18.4% | -20.5% | +38.9% | +20.0% |
| 3M | +29.2% | -14.6% | +43.9% | +30.3% |
| 6M | +32.3% | -14.7% | +46.9% | +32.9% |
| YTD | +38.5% | +11.2% | +27.3% | +35.8% |
| 1Y | +48.5% | +7.1% | +41.4% | +46.0% |
| 3Y | +32.5% | +141.1% | -108.6% | +16.8% |
| 5Y | +19.7% | +84.3% | -64.6% | +4.6% |
| All | +19.7% | +81.6% | -61.9% | +4.6% |
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