+90.1%
KO vs QLD
+146.5%
-56.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.3% | +1.7% |
| 7D | +3.7% | +7.0% | -3.3% | +4.2% |
| 30D | +8.1% | -14.3% | +22.5% | +7.2% |
| 3M | +14.2% | -16.0% | +30.2% | +13.2% |
| 6M | +25.2% | -14.2% | +39.4% | +24.5% |
| YTD | +44.7% | +12.8% | +32.0% | +44.9% |
| 1Y | +43.4% | +14.1% | +29.3% | +43.5% |
| 3Y | +90.1% | +146.0% | -55.9% | +84.4% |
| All | +90.1% | +146.5% | -56.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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