+1,351.8%
QLD vs KEY
+120.9%
+1,230.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -10.3% | -1.3% | -9.0% | -9.6% |
| 30D | -26.1% | +5.1% | -31.2% | -27.9% |
| 3M | -17.8% | -7.1% | -10.6% | -14.8% |
| 6M | -15.6% | -4.4% | -11.2% | -14.0% |
| YTD | +5.4% | +4.0% | +1.4% | +2.8% |
| 1Y | +5.2% | +23.4% | -18.2% | -6.0% |
| 3Y | +139.4% | +113.9% | +25.5% | +61.1% |
| 5Y | +66.7% | +12.3% | +54.4% | +48.7% |
| All | +1,351.8% | +120.9% | +1,230.9% | +955.0% |
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