+141.1%
QLD vs KEEL
+59.2%
+81.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | -3.8% | -12.8% | +9.0% | -1.4% |
| 30D | -20.5% | -37.4% | +16.8% | -13.6% |
| 3M | -14.6% | -43.8% | +29.2% | -6.3% |
| 6M | -14.7% | -51.9% | +37.2% | -5.2% |
| YTD | +11.2% | -18.7% | +29.9% | +9.9% |
| 1Y | +7.1% | -46.6% | +53.7% | +12.4% |
| 3Y | +141.1% | +59.2% | +81.9% | +100.5% |
| All | +141.1% | +59.2% | +81.9% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling