+1,542.6%
QLD vs KEYS
+777.2%
+765.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | +12.5% | +16.7% | -4.2% | -2.1% |
| 30D | -15.7% | -17.8% | +2.1% | +0.1% |
| 3M | -11.9% | -14.2% | +2.3% | -0.4% |
| 6M | -10.3% | -15.9% | +5.6% | +2.7% |
| YTD | +15.6% | +49.7% | -34.1% | -26.9% |
| 1Y | +12.1% | +65.3% | -53.2% | -36.1% |
| 3Y | +150.7% | +144.9% | +5.8% | -6.0% |
| 5Y | +86.6% | +63.0% | +23.6% | +7.8% |
| All | +1,542.6% | +777.2% | +765.3% | +158.9% |
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