+25.6%
KEY vs QID
-100.0%
+125.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.1% |
| 7D | +2.2% | -0.6% | +2.8% | +1.9% |
| 30D | -3.0% | 0.0% | -3.0% | -2.9% |
| 3M | +3.3% | +3.7% | -0.4% | +6.6% |
| 6M | +9.2% | -29.9% | +39.0% | -8.5% |
| YTD | +10.6% | -28.8% | +39.4% | -6.0% |
| 1Y | +20.4% | -37.2% | +57.6% | -3.9% |
| 3Y | +121.8% | -73.7% | +195.6% | +22.5% |
| 5Y | +41.1% | -80.7% | +121.9% | -21.4% |
| 10Y | +168.5% | -99.1% | +267.7% | -71.9% |
| All | +25.6% | -100.0% | +125.6% | -97.7% |
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 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