+122.5%
QLD vs KEYS
+82.0%
+40.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +1.9% | +2.9% | -1.0% | -0.7% |
| 30D | -1.8% | -1.3% | -0.5% | -1.3% |
| 3M | -0.1% | -0.1% | 0.0% | -0.9% |
| 6M | +32.6% | +17.4% | +15.2% | +12.8% |
| YTD | +27.9% | +62.9% | -35.0% | -24.7% |
| 1Y | +40.3% | +95.7% | -55.5% | -32.6% |
| 3Y | +182.5% | +150.2% | +32.3% | -0.9% |
| 5Y | +122.5% | +83.1% | +39.4% | +11.0% |
| All | +122.5% | +82.0% | +40.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling