+1,573.1%
QQQ vs KDP
+1,356.4%
+216.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +1.8% |
| 7D | -0.2% | +4.0% | -4.2% | -1.4% |
| 30D | -7.5% | +16.8% | -24.3% | -12.1% |
| 3M | -3.8% | +32.0% | -35.8% | -12.4% |
| 6M | -3.0% | +35.2% | -38.2% | -12.8% |
| YTD | +12.8% | +40.9% | -28.1% | -0.5% |
| 1Y | +11.6% | +47.7% | -36.1% | -3.2% |
| 3Y | +85.6% | +34.8% | +50.8% | +62.2% |
| 5Y | +82.1% | +22.6% | +59.5% | +64.0% |
| 10Y | +538.0% | +266.4% | +271.5% | +272.1% |
| All | +1,573.1% | +1,356.4% | +216.7% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling