+586.5%
QLD vs KEEL
+105.5%
+480.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.2% | -1.8% |
| 7D | +7.0% | -0.5% | +7.5% | +7.1% |
| 30D | -14.3% | -27.1% | +12.7% | -10.8% |
| 3M | -16.0% | -43.8% | +27.8% | -10.0% |
| 6M | -14.2% | -55.2% | +40.9% | -6.5% |
| YTD | +12.8% | -20.9% | +33.6% | +12.2% |
| 1Y | +14.1% | -28.5% | +42.5% | +14.3% |
| 3Y | +146.0% | +66.1% | +79.9% | +101.2% |
| 5Y | +82.0% | -78.3% | +160.3% | +62.2% |
| All | +586.5% | +105.5% | +480.9% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling