+552.9%
QQQ vs KDP
+173.3%
+379.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.6% |
| 7D | -1.3% | -4.3% | +3.1% | -0.2% |
| 30D | -1.4% | +7.8% | -9.2% | -3.2% |
| 3M | +2.3% | -0.1% | +2.3% | +1.9% |
| 6M | +16.9% | +14.0% | +2.9% | +12.3% |
| YTD | +15.6% | +15.1% | +0.6% | +10.6% |
| 1Y | +22.6% | +18.5% | +4.1% | +15.9% |
| 3Y | +93.5% | +2.9% | +90.7% | +87.3% |
| 5Y | +93.9% | +3.0% | +90.9% | +87.6% |
| All | +552.9% | +173.3% | +379.6% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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