-100.0%
SQQQ vs KDP
+247.6%
-347.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +5.5% |
| 7D | -11.0% | -0.8% | -10.2% | -11.3% |
| 30D | +17.9% | +9.7% | +8.2% | +25.5% |
| 3M | +19.5% | +17.6% | +1.9% | +33.2% |
| 6M | +4.2% | +25.8% | -21.6% | +21.8% |
| YTD | -35.6% | +33.9% | -69.5% | -21.0% |
| 1Y | -37.7% | +38.9% | -76.6% | -21.3% |
| 3Y | -88.0% | +26.8% | -114.8% | -85.5% |
| 5Y | -93.1% | +16.3% | -109.5% | -91.6% |
| All | -100.0% | +247.6% | -347.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling