+96.4%
QQQM vs KEEL
-34.6%
+131.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.5% |
| 7D | -0.6% | +2.9% | -3.4% | -0.9% |
| 30D | -1.2% | +0.8% | -2.1% | -1.7% |
| 3M | -0.1% | -35.3% | +35.2% | +3.2% |
| 6M | +18.0% | +59.4% | -41.4% | +9.0% |
| YTD | +16.7% | +51.9% | -35.2% | +7.3% |
| 1Y | +23.0% | +75.0% | -52.0% | +7.9% |
| 3Y | +93.3% | +224.5% | -131.2% | +40.5% |
| All | +96.4% | -34.6% | +131.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling