+2,160.3%
QLD vs KEYS
+967.0%
+1,193.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -0.6% |
| 7D | +7.0% | +9.4% | -2.4% | -0.8% |
| 30D | -14.3% | -16.8% | +2.4% | -0.1% |
| 3M | -16.0% | -15.9% | -0.1% | -3.8% |
| 6M | -14.2% | -17.6% | +3.3% | -0.6% |
| YTD | +12.8% | +46.5% | -33.7% | -25.1% |
| 1Y | +14.1% | +66.9% | -52.8% | -33.2% |
| 3Y | +146.0% | +141.4% | +4.6% | +0.5% |
| 5Y | +82.0% | +59.5% | +22.5% | +12.1% |
| 10Y | +1,470.1% | +761.1% | +709.1% | +195.5% |
| All | +2,160.3% | +967.0% | +1,193.4% | +292.9% |
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 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