+47.0%
KQQQ vs SPY
+39.9%
+7.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -0.2% | -2.0% | +1.8% | +2.4% |
| 30D | -0.9% | -1.7% | +0.8% | +1.2% |
| 3M | +1.4% | +4.7% | -3.4% | -4.2% |
| 6M | +18.3% | +12.5% | +5.8% | +2.7% |
| YTD | +13.0% | +11.7% | +1.3% | -0.9% |
| 1Y | +16.3% | +17.5% | -1.2% | -4.0% |
| All | +47.0% | +39.9% | +7.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling