+542.4%
QQQ vs KDP
+238.8%
+303.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +1.4% |
| 7D | +6.4% | -4.0% | +10.3% | +7.3% |
| 30D | -7.5% | +8.5% | -15.9% | -9.5% |
| 3M | -4.8% | +20.7% | -25.5% | -9.4% |
| 6M | -2.5% | +23.2% | -25.7% | -8.1% |
| YTD | +12.4% | +30.5% | -18.1% | +3.9% |
| 1Y | +11.3% | +35.9% | -24.5% | +1.7% |
| 3Y | +85.0% | +24.8% | +60.2% | +69.6% |
| 5Y | +79.6% | +13.4% | +66.2% | +69.7% |
| All | +542.4% | +238.8% | +303.6% | +407.4% |
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