+153.5%
QQQM vs KDP
+27.3%
+126.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +0.2% | +6.0% | -5.7% | -0.9% |
| 3M | -2.8% | +9.2% | -12.0% | -4.8% |
| 6M | +18.1% | +14.7% | +3.4% | +14.2% |
| YTD | +17.4% | +19.2% | -1.8% | +12.3% |
| 1Y | +25.7% | +15.2% | +10.5% | +20.9% |
| 3Y | +94.1% | +6.0% | +88.1% | +88.1% |
| 5Y | +94.9% | +5.4% | +89.4% | +90.7% |
| All | +153.5% | +27.3% | +126.2% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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