+105.3%
KEY vs QID
-99.0%
+204.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | +0.5% | +1.8% | -1.2% | +1.6% |
| 30D | +6.9% | +21.6% | -14.8% | +16.0% |
| 3M | -5.0% | +12.6% | -17.6% | +0.3% |
| 6M | +0.7% | +6.9% | -6.2% | +5.2% |
| YTD | +6.5% | -20.5% | +27.0% | -0.2% |
| 1Y | +22.6% | -18.1% | +40.7% | +16.7% |
| 3Y | +125.3% | -70.7% | +196.0% | +55.9% |
| 5Y | +13.9% | -77.2% | +91.2% | -17.3% |
| 10Y | +105.3% | -99.0% | +204.4% | -41.3% |
| All | +105.3% | -99.0% | +204.3% | -41.3% |
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