+57.6%
KO vs QQQI
+56.3%
+1.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | -1.1% | -1.0% | -0.1% | -1.2% |
| 30D | +1.6% | -0.6% | +2.1% | +1.5% |
| 3M | +5.8% | +3.4% | +2.4% | +6.2% |
| 6M | +14.3% | +10.6% | +3.7% | +14.9% |
| YTD | +27.3% | +10.3% | +17.0% | +28.0% |
| 1Y | +33.2% | +16.3% | +16.8% | +34.0% |
| All | +57.6% | +56.3% | +1.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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