+1,547.1%
QQQ vs KR
+433.0%
+1,114.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | -1.4% | +1.9% | -3.3% | -1.8% |
| 3M | +2.3% | -11.0% | +13.3% | +4.1% |
| 6M | +16.9% | -20.2% | +37.1% | +21.0% |
| YTD | +15.6% | -7.3% | +22.9% | +16.0% |
| 1Y | +22.6% | -13.1% | +35.7% | +24.2% |
| 3Y | +93.5% | +29.7% | +63.8% | +77.5% |
| 5Y | +93.9% | +48.8% | +45.1% | +69.6% |
| 10Y | +564.6% | +122.8% | +441.8% | +402.8% |
| All | +1,547.1% | +433.0% | +1,114.1% | +815.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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