+47.6%
KQQQ vs SPY
+40.7%
+6.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.9% |
| 30D | -1.3% | -1.4% | +0.1% | +0.5% |
| 3M | 0.0% | +3.7% | -3.7% | -4.4% |
| 6M | +19.2% | +13.0% | +6.2% | +2.9% |
| YTD | +13.6% | +12.4% | +1.2% | -1.2% |
| 1Y | +17.9% | +18.5% | -0.6% | -3.7% |
| All | +47.6% | +40.7% | +6.9% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling