+1,480.5%
QQQ vs KEY
+74.7%
+1,405.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.9% | +2.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -9.6% | +7.2% | -16.8% | -11.1% |
| 3M | -5.9% | -4.9% | -1.0% | -4.9% |
| 6M | -4.3% | +1.1% | -5.3% | -4.7% |
| YTD | +11.0% | +6.8% | +4.2% | +8.8% |
| 1Y | +11.9% | +23.3% | -11.3% | +6.0% |
| 3Y | +86.7% | +126.1% | -39.4% | +50.5% |
| 5Y | +77.1% | +15.2% | +61.9% | +61.3% |
| 10Y | +517.9% | +113.6% | +404.3% | +349.2% |
| All | +1,480.5% | +74.7% | +1,405.8% | +849.4% |
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