+727.5%
QQQ vs KEYS
+1,113.8%
-386.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.8% |
| 7D | -0.6% | +3.5% | -4.1% | -2.1% |
| 30D | -1.2% | -4.5% | +3.3% | +0.5% |
| 3M | -0.2% | -0.4% | +0.2% | -0.8% |
| 6M | +17.9% | +19.1% | -1.2% | +7.8% |
| YTD | +16.6% | +66.7% | -50.0% | -9.8% |
| 1Y | +23.0% | +96.5% | -73.5% | -12.4% |
| 3Y | +92.9% | +155.2% | -62.2% | +18.7% |
| 5Y | +95.6% | +88.0% | +7.6% | +35.9% |
| 10Y | +570.4% | +1,046.8% | -476.4% | +136.1% |
| All | +727.5% | +1,113.8% | -386.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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