+84.3%
QLD vs KEEL
-78.9%
+163.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | -3.8% | -12.8% | +9.0% | -0.9% |
| 30D | -20.5% | -37.4% | +16.8% | -12.2% |
| 3M | -14.6% | -43.8% | +29.2% | -4.5% |
| 6M | -14.7% | -51.9% | +37.2% | -3.5% |
| YTD | +11.2% | -18.7% | +29.9% | +7.9% |
| 1Y | +7.1% | -46.6% | +53.7% | +12.7% |
| 3Y | +141.1% | +59.2% | +81.9% | +50.5% |
| 5Y | +84.3% | -75.8% | +160.1% | +77.6% |
| All | +84.3% | -78.9% | +163.2% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling