+90.1%
KEYS vs QID
-80.8%
+170.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +3.1% |
| 7D | +3.5% | +1.3% | +2.2% | +4.2% |
| 30D | -4.5% | +2.9% | -7.4% | -2.8% |
| 3M | -0.4% | -0.7% | +0.3% | +1.7% |
| 6M | +19.1% | -29.7% | +48.8% | +5.3% |
| YTD | +66.7% | -27.9% | +94.5% | +50.4% |
| 1Y | +96.5% | -34.6% | +131.0% | +71.8% |
| 3Y | +155.2% | -73.5% | +228.7% | +68.5% |
| All | +90.1% | -80.8% | +170.8% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling