-100.0%
SQQQ vs KDP
+172.7%
-272.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -3.7% | +5.5% | -0.8% |
| 30D | +4.2% | +6.2% | -2.0% | +8.8% |
| 3M | -3.3% | +1.2% | -4.5% | -2.5% |
| 6M | -43.6% | +15.3% | -59.0% | -37.3% |
| YTD | -41.9% | +14.8% | -56.7% | -35.6% |
| 1Y | -50.6% | +17.6% | -68.2% | -44.1% |
| 3Y | -89.3% | +2.1% | -91.4% | -88.9% |
| 5Y | -94.8% | +2.7% | -97.5% | -94.1% |
| All | -100.0% | +172.7% | -272.7% | -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