+75.0%
KEEL vs QID
-34.8%
+109.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +1.0% |
| 7D | +2.9% | +1.3% | +1.6% | +5.2% |
| 30D | +0.8% | +2.9% | -2.1% | +7.2% |
| 3M | -35.3% | -0.7% | -34.6% | -32.1% |
| 6M | +59.4% | -29.7% | +89.1% | +3.5% |
| YTD | +51.9% | -27.9% | +79.8% | +7.6% |
| 1Y | +75.0% | -34.6% | +109.6% | -3.2% |
| All | +75.0% | -34.8% | +109.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling