+94.4%
QQQ vs KEY
+39.4%
+55.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +1.5% | +2.7% | -1.2% | +0.8% |
| 30D | -0.6% | -3.2% | +2.6% | +0.2% |
| 3M | +0.4% | +1.0% | -0.5% | +0.1% |
| 6M | +20.1% | +11.9% | +8.2% | +16.4% |
| YTD | +17.2% | +8.7% | +8.5% | +14.3% |
| 1Y | +24.7% | +18.5% | +6.2% | +18.6% |
| 3Y | +96.2% | +124.0% | -27.8% | +56.6% |
| 5Y | +94.4% | +40.8% | +53.6% | +79.1% |
| All | +94.4% | +39.4% | +55.0% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling