+7,256.1%
QLD vs KEY
+17.6%
+7,238.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.7% | -10.0% | -11.5% |
| 7D | -18.6% | -2.5% | -16.1% | -17.5% |
| 30D | -28.3% | +4.1% | -32.4% | -29.5% |
| 3M | -20.4% | -8.4% | -12.0% | -17.4% |
| 6M | -14.3% | -2.3% | -12.0% | -13.6% |
| YTD | +2.8% | +4.6% | -1.8% | +0.4% |
| 1Y | -1.2% | +24.6% | -25.8% | -10.7% |
| 3Y | +135.3% | +112.8% | +22.5% | +67.4% |
| 5Y | +62.6% | +12.9% | +49.6% | +45.6% |
| 10Y | +1,384.3% | +126.7% | +1,257.6% | +815.7% |
| All | +7,256.1% | +17.6% | +7,238.5% | +4,966.6% |
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