+1,288.1%
KDP vs QLD
+5,349.0%
-4,060.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.7% | +13.0% | +2.8% |
| 7D | +4.5% | -18.6% | +23.1% | +8.5% |
| 30D | +18.5% | -28.3% | +46.8% | +26.0% |
| 3M | +20.8% | -20.4% | +41.2% | +25.6% |
| 6M | +29.4% | -14.3% | +43.7% | +31.1% |
| YTD | +35.9% | +2.8% | +33.1% | +31.9% |
| 1Y | +42.5% | -1.2% | +43.7% | +39.1% |
| 3Y | +29.4% | +135.3% | -105.9% | -0.2% |
| 5Y | +15.8% | +62.6% | -46.8% | -8.1% |
| 10Y | +236.5% | +1,384.3% | -1,147.8% | +32.8% |
| All | +1,288.1% | +5,349.0% | -4,060.9% | +175.5% |
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