+184.2%
QLD vs KEEL
+193.7%
-9.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.5% |
| 7D | +3.0% | +21.5% | -18.5% | -0.8% |
| 30D | -1.8% | -3.9% | +2.0% | -2.0% |
| 3M | -1.8% | -34.1% | +32.3% | +3.6% |
| 6M | +36.9% | +82.8% | -46.0% | +19.0% |
| YTD | +28.7% | +58.7% | -30.0% | +13.0% |
| 1Y | +41.9% | +191.4% | -149.5% | +5.2% |
| 3Y | +184.2% | +205.7% | -21.5% | +95.6% |
| All | +184.2% | +193.7% | -9.5% | +95.6% |
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