+678.7%
QLD vs KEEL
+309.9%
+368.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.9% | +19.3% | -17.4% | -0.6% |
| 30D | -1.8% | +9.1% | -10.9% | -3.4% |
| 3M | -0.1% | -31.5% | +31.5% | +3.5% |
| 6M | +32.6% | +75.8% | -43.3% | +20.4% |
| YTD | +27.9% | +57.9% | -30.0% | +16.6% |
| 1Y | +40.3% | +133.3% | -93.1% | +18.1% |
| 3Y | +182.5% | +204.1% | -21.6% | +112.7% |
| 5Y | +122.5% | -37.5% | +160.1% | +77.7% |
| All | +678.7% | +309.9% | +368.7% | +415.6% |
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 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