+721.3%
KO vs QLD
+7,369.0%
-6,647.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.5% |
| 7D | +1.7% | -10.3% | +12.0% | +3.5% |
| 30D | +11.5% | -26.1% | +37.5% | +17.2% |
| 3M | +10.8% | -17.8% | +28.6% | +14.1% |
| 6M | +22.3% | -15.6% | +37.8% | +23.9% |
| YTD | +39.5% | +5.4% | +34.1% | +34.7% |
| 1Y | +42.2% | +5.2% | +37.0% | +37.1% |
| 3Y | +83.1% | +139.4% | -56.4% | +42.2% |
| 5Y | +94.8% | +66.7% | +28.1% | +55.1% |
| 10Y | +212.9% | +1,422.1% | -1,209.2% | +32.8% |
| All | +721.3% | +7,369.0% | -6,647.7% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling