+1,657.6%
QLD vs KEYS
+1,049.9%
+607.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -1.8% |
| 7D | -1.2% | +3.5% | -4.7% | -4.3% |
| 30D | -3.0% | -4.5% | +1.5% | +0.5% |
| 3M | -2.8% | -0.4% | -2.4% | -3.5% |
| 6M | +32.0% | +19.1% | +12.9% | +10.6% |
| YTD | +27.3% | +66.7% | -39.4% | -26.1% |
| 1Y | +37.9% | +96.5% | -58.5% | -32.5% |
| 3Y | +174.6% | +155.2% | +19.5% | +1.5% |
| 5Y | +124.8% | +88.0% | +36.8% | +15.7% |
| All | +1,657.6% | +1,049.9% | +607.7% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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