+107.6%
KO vs QQQM
+149.8%
-42.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +1.6% | -1.4% | +2.9% | +1.7% |
| 3M | +5.8% | +2.2% | +3.6% | +5.3% |
| 6M | +14.3% | +16.9% | -2.6% | +11.5% |
| YTD | +27.3% | +15.7% | +11.6% | +24.3% |
| 1Y | +33.2% | +22.7% | +10.5% | +28.6% |
| 3Y | +64.5% | +93.9% | -29.5% | +42.5% |
| 5Y | +83.1% | +94.6% | -11.4% | +53.2% |
| All | +107.6% | +149.8% | -42.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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