+1,570.9%
QQQ vs KEY
+81.0%
+1,489.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +0.2% | -3.0% | +3.3% | +0.9% |
| 3M | -2.8% | +3.3% | -6.2% | -3.7% |
| 6M | +18.0% | +9.2% | +8.8% | +15.3% |
| YTD | +17.3% | +10.6% | +6.7% | +14.1% |
| 1Y | +25.6% | +20.4% | +5.2% | +19.5% |
| 3Y | +93.7% | +121.8% | -28.1% | +56.4% |
| 5Y | +94.2% | +41.1% | +53.0% | +68.5% |
| 10Y | +557.9% | +168.5% | +389.3% | +352.7% |
| All | +1,570.9% | +81.0% | +1,489.9% | +895.9% |
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 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