+661.7%
QLD vs KEEL
+280.1%
+381.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -1.2% |
| 7D | -2.6% | +2.7% | -5.3% | -3.0% |
| 30D | -3.3% | +4.6% | -7.8% | -4.3% |
| 3M | +1.8% | -34.5% | +36.3% | +6.0% |
| 6M | +29.7% | +59.3% | -29.5% | +19.3% |
| YTD | +25.1% | +46.4% | -21.3% | +15.2% |
| 1Y | +37.1% | +96.6% | -59.4% | +18.1% |
| 3Y | +176.3% | +182.0% | -5.6% | +110.2% |
| 5Y | +121.0% | -38.2% | +159.2% | +77.7% |
| All | +661.7% | +280.1% | +381.6% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling