+145.4%
KEYS vs QID
-73.3%
+218.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -0.3% |
| 7D | +0.9% | +2.7% | -1.8% | +2.5% |
| 30D | -5.3% | +3.3% | -8.6% | -3.2% |
| 3M | +0.5% | -5.5% | +6.0% | +0.4% |
| 6M | +14.0% | -28.4% | +42.4% | 0.0% |
| YTD | +60.3% | -26.6% | +86.8% | +43.8% |
| 1Y | +91.3% | -34.1% | +125.5% | +64.9% |
| All | +145.4% | -73.3% | +218.6% | +57.4% |
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