+113.6%
KEY vs QID
-99.0%
+212.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.8% | +9.5% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +7.2% | +20.1% | -12.9% | +15.8% |
| 3M | -4.9% | +11.8% | -16.7% | +0.1% |
| 6M | +1.1% | +5.5% | -4.5% | +5.0% |
| YTD | +6.8% | -21.5% | +28.3% | -0.3% |
| 1Y | +23.3% | -22.6% | +45.9% | +14.8% |
| 3Y | +126.1% | -72.3% | +198.4% | +53.1% |
| 5Y | +15.2% | -76.9% | +92.1% | -15.7% |
| 10Y | +113.6% | -99.0% | +212.6% | -36.0% |
| All | +113.6% | -99.0% | +212.6% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling