+18.1%
KEY vs QID
-100.0%
+118.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.9% |
| 7D | -1.3% | +9.4% | -10.7% | +4.0% |
| 30D | +5.1% | +31.2% | -26.1% | +22.6% |
| 3M | -7.1% | +17.4% | -24.5% | +2.2% |
| 6M | -4.4% | +8.4% | -12.8% | +1.8% |
| YTD | +4.0% | -15.8% | +19.8% | -2.5% |
| 1Y | +23.4% | -16.3% | +39.7% | +15.6% |
| 3Y | +113.9% | -70.4% | +184.3% | +25.6% |
| 5Y | +12.3% | -74.8% | +87.1% | -26.8% |
| 10Y | +125.5% | -99.0% | +224.5% | -74.9% |
| All | +18.1% | -100.0% | +118.0% | -97.6% |
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