+724.4%
KO vs QLD
+7,876.9%
-7,152.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -0.9% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +9.1% | -19.6% | +28.6% | +12.9% |
| 3M | +11.0% | -14.1% | +25.1% | +13.3% |
| 6M | +24.0% | -13.6% | +37.6% | +25.2% |
| YTD | +40.0% | +12.5% | +27.5% | +33.5% |
| 1Y | +39.7% | +13.1% | +26.6% | +32.8% |
| 3Y | +84.8% | +154.7% | -69.9% | +41.8% |
| 5Y | +96.8% | +81.1% | +15.7% | +54.1% |
| 10Y | +209.7% | +1,418.0% | -1,208.2% | +32.1% |
| All | +724.4% | +7,876.9% | -7,152.6% | +87.8% |
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