+9.1%
QQQ vs KEY
+22.4%
-13.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | -10.2% | +6.9% | -17.0% | -11.5% |
| 3M | -6.3% | -5.0% | -1.3% | -5.1% |
| 6M | -4.9% | +0.7% | -5.7% | -5.1% |
| YTD | +10.2% | +6.5% | +3.8% | +7.4% |
| All | +9.1% | +22.4% | -13.3% | +2.9% |
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