+14.3%
KO vs QLD
+35.0%
-20.7%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | -1.8% | +0.6% | -2.3% | -1.7% |
| 30D | +1.4% | -0.1% | +1.6% | +1.4% |
| 3M | +15.4% | -8.4% | +23.7% | +15.4% |
| 6M | +14.3% | +32.2% | -17.9% | +11.2% |
| All | +14.3% | +35.0% | -20.7% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling