+128.7%
KEY vs QID
-71.4%
+200.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +1.4% |
| 7D | +2.9% | -7.1% | +10.1% | +0.7% |
| 30D | +8.4% | +12.6% | -4.2% | +13.3% |
| 3M | -5.8% | +14.2% | -20.0% | -0.8% |
| 6M | +5.4% | +6.2% | -0.7% | +9.1% |
| YTD | +7.1% | -21.8% | +28.9% | -0.5% |
| 1Y | +26.8% | -23.1% | +49.9% | +17.4% |
| 3Y | +128.7% | -71.3% | +200.0% | +48.7% |
| All | +128.7% | -71.4% | +200.1% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling