+1,501.1%
QQQ vs KEY
+74.1%
+1,427.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.4% | +1.8% | +4.6% | +5.9% |
| 30D | -7.5% | +7.1% | -14.6% | -9.0% |
| 3M | -4.8% | -5.9% | +1.1% | -3.5% |
| 6M | -2.5% | +2.2% | -4.7% | -3.2% |
| YTD | +12.4% | +6.4% | +6.0% | +10.3% |
| 1Y | +11.3% | +24.8% | -13.4% | +5.1% |
| 3Y | +85.0% | +125.2% | -40.3% | +49.2% |
| 5Y | +79.6% | +13.0% | +66.7% | +64.5% |
| 10Y | +535.9% | +98.5% | +437.5% | +370.6% |
| All | +1,501.1% | +74.1% | +1,427.0% | +862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling