+571.7%
QQQ vs KEY
+167.1%
+404.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | -3.3% | +2.6% | +0.2% |
| 3M | +1.3% | -0.7% | +2.0% | +1.4% |
| 6M | +18.1% | +12.5% | +5.6% | +14.5% |
| YTD | +16.9% | +8.4% | +8.5% | +14.2% |
| 1Y | +24.0% | +18.4% | +5.5% | +18.2% |
| 3Y | +95.6% | +123.3% | -27.7% | +56.7% |
| 5Y | +94.5% | +38.8% | +55.7% | +70.2% |
| 10Y | +571.7% | +169.3% | +402.4% | +379.0% |
| All | +571.7% | +167.1% | +404.6% | +379.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling