+1,542.6%
QLD vs KEY
+95.2%
+1,447.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +12.5% | +1.8% | +10.7% | +11.6% |
| 30D | -15.7% | +7.1% | -22.8% | -18.5% |
| 3M | -11.9% | -5.9% | -6.0% | -9.2% |
| 6M | -10.3% | +2.2% | -12.5% | -11.5% |
| YTD | +15.6% | +6.4% | +9.2% | +11.5% |
| 1Y | +12.1% | +24.8% | -12.6% | -0.3% |
| 3Y | +150.7% | +125.2% | +25.4% | +64.0% |
| 5Y | +86.6% | +13.0% | +73.7% | +66.0% |
| All | +1,542.6% | +95.2% | +1,447.3% | +1,015.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling