+2,484.0%
QLD vs KEYS
+1,072.8%
+1,411.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.9% |
| 7D | +0.6% | +2.3% | -1.7% | -1.3% |
| 30D | -0.1% | -2.6% | +2.5% | +1.6% |
| 3M | -8.4% | -4.6% | -3.7% | -5.0% |
| 6M | +32.2% | +8.7% | +23.5% | +20.8% |
| YTD | +28.9% | +61.0% | -32.1% | -20.4% |
| 1Y | +43.8% | +96.0% | -52.2% | -26.5% |
| 3Y | +176.6% | +144.4% | +32.2% | +13.6% |
| 5Y | +121.6% | +80.5% | +41.1% | +24.0% |
| 10Y | +1,652.9% | +974.9% | +678.0% | +185.3% |
| All | +2,484.0% | +1,072.8% | +1,411.2% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling