+25.6%
QQQ vs KEY
+21.3%
+4.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +0.2% | -3.0% | +3.3% | +0.9% |
| 3M | -2.8% | +3.3% | -6.2% | -3.6% |
| 6M | +18.0% | +9.2% | +8.8% | +14.9% |
| YTD | +17.3% | +10.6% | +6.7% | +13.9% |
| 1Y | +25.6% | +20.4% | +5.2% | +18.3% |
| All | +25.6% | +21.3% | +4.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling