+9,127.5%
QLD vs KEY
+24.4%
+9,103.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | +2.2% | -1.6% | -0.4% |
| 30D | -0.1% | -3.0% | +2.9% | +1.2% |
| 3M | -8.4% | +3.3% | -11.7% | -9.7% |
| 6M | +32.2% | +9.2% | +23.0% | +27.1% |
| YTD | +28.9% | +10.6% | +18.3% | +23.0% |
| 1Y | +43.8% | +20.4% | +23.4% | +31.9% |
| 3Y | +176.6% | +121.8% | +54.7% | +92.3% |
| 5Y | +121.6% | +41.1% | +80.4% | +80.4% |
| 10Y | +1,652.9% | +168.5% | +1,484.4% | +907.4% |
| All | +9,127.5% | +24.4% | +9,103.0% | +6,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling