+177.9%
KO vs QID
-99.1%
+277.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.6% |
| 7D | -1.1% | +2.7% | -3.8% | -0.7% |
| 30D | +1.6% | +3.3% | -1.8% | +2.0% |
| 3M | +5.8% | -5.5% | +11.3% | +5.1% |
| 6M | +14.3% | -28.4% | +42.7% | +9.3% |
| YTD | +27.3% | -26.6% | +53.9% | +22.3% |
| 1Y | +33.2% | -34.1% | +67.3% | +26.0% |
| 3Y | +64.5% | -73.7% | +138.2% | +36.3% |
| 5Y | +83.1% | -80.7% | +163.8% | +51.9% |
| All | +177.9% | -99.1% | +277.0% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling