+2,217.3%
QLD vs KEYS
+990.4%
+1,226.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | +12.5% | +16.7% | -4.2% | -1.5% |
| 30D | -15.7% | -17.8% | +2.1% | -0.6% |
| 3M | -11.9% | -14.2% | +2.3% | -0.8% |
| 6M | -10.3% | -15.9% | +5.6% | +2.2% |
| YTD | +15.6% | +49.7% | -34.1% | -24.7% |
| 1Y | +12.1% | +65.3% | -53.2% | -33.6% |
| 3Y | +150.7% | +144.9% | +5.8% | +1.3% |
| 5Y | +86.6% | +63.0% | +23.6% | +12.8% |
| 10Y | +1,509.7% | +780.0% | +729.7% | +197.4% |
| All | +2,217.3% | +990.4% | +1,226.9% | +295.3% |
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