+1,080.2%
KEYS vs QID
-99.6%
+1,179.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +2.0% |
| 7D | +4.4% | -2.7% | +7.2% | +3.1% |
| 30D | -2.2% | +1.8% | -4.0% | -1.1% |
| 3M | +0.5% | -2.2% | +2.7% | +2.2% |
| 6M | +22.4% | -32.1% | +54.5% | +6.9% |
| YTD | +64.1% | -28.6% | +92.7% | +47.9% |
| 1Y | +97.0% | -36.3% | +133.3% | +70.9% |
| 3Y | +152.0% | -74.4% | +226.4% | +64.5% |
| 5Y | +83.7% | -80.8% | +164.5% | +26.1% |
| 10Y | +997.9% | -99.1% | +1,097.0% | +166.1% |
| All | +1,080.2% | -99.6% | +1,179.8% | +137.4% |
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 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