+152.0%
QQQM vs KEYS
+220.8%
-68.7%
-35.0%
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% | -0.9% |
| 7D | -0.6% | +3.5% | -4.1% | -2.1% |
| 30D | -1.2% | -4.5% | +3.3% | +0.5% |
| 3M | -0.1% | -0.4% | +0.3% | -0.8% |
| 6M | +18.0% | +19.1% | -1.2% | +7.5% |
| YTD | +16.7% | +66.7% | -50.0% | -11.3% |
| 1Y | +23.0% | +96.5% | -73.4% | -14.5% |
| 3Y | +93.3% | +155.2% | -61.8% | +12.6% |
| 5Y | +96.3% | +88.0% | +8.3% | +29.8% |
| All | +152.0% | +220.8% | -68.7% | +26.6% |
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