+1,117.5%
KDP vs QLD
+6,735.2%
-5,617.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | +9.2% | -8.4% | +17.6% | +10.1% |
| 6M | +14.7% | +32.2% | -17.5% | +6.8% |
| YTD | +19.2% | +28.9% | -9.7% | +11.2% |
| 1Y | +15.2% | +43.8% | -28.7% | +4.6% |
| 3Y | +6.0% | +176.6% | -170.6% | -20.4% |
| 5Y | +5.4% | +121.6% | -116.1% | -21.3% |
| 10Y | +171.9% | +1,652.9% | -1,481.0% | +4.9% |
| All | +1,117.5% | +6,735.2% | -5,617.7% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling