+62.6%
QLD vs KEY
+12.4%
+50.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.7% | -10.0% | -11.3% |
| 7D | -18.6% | -2.5% | -16.1% | -17.3% |
| 30D | -28.3% | +4.1% | -32.4% | -29.7% |
| 3M | -20.4% | -8.4% | -12.0% | -16.8% |
| 6M | -14.3% | -2.3% | -12.0% | -13.5% |
| YTD | +2.8% | +4.6% | -1.8% | -0.2% |
| 1Y | -1.2% | +24.6% | -25.8% | -12.6% |
| 3Y | +135.3% | +112.8% | +22.5% | +57.6% |
| 5Y | +62.6% | +12.9% | +49.6% | +69.0% |
| All | +62.6% | +12.4% | +50.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling