+280.1%
KEEL vs QID
-97.2%
+377.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.3% | -9.6% | -5.2% |
| 7D | +2.7% | +2.7% | -0.1% | +5.3% |
| 30D | +4.6% | +3.3% | +1.2% | +8.9% |
| 3M | -34.5% | -5.5% | -28.9% | -33.8% |
| 6M | +59.3% | -28.4% | +87.7% | +35.3% |
| YTD | +46.4% | -26.6% | +72.9% | +31.4% |
| 1Y | +96.6% | -34.1% | +130.7% | +69.5% |
| 3Y | +182.0% | -73.7% | +255.7% | +58.8% |
| 5Y | -38.2% | -80.7% | +42.4% | -57.2% |
| All | +280.1% | -97.2% | +377.3% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling