-93.1%
SQQQ vs KDP
+16.7%
-109.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +4.8% |
| 7D | -11.0% | -0.8% | -10.2% | -11.1% |
| 30D | +17.9% | +9.7% | +8.2% | +23.0% |
| 3M | +19.5% | +17.6% | +1.9% | +28.8% |
| 6M | +4.2% | +25.8% | -21.6% | +16.8% |
| YTD | -35.6% | +33.9% | -69.5% | -24.8% |
| 1Y | -37.7% | +38.9% | -76.6% | -25.4% |
| 3Y | -88.0% | +26.8% | -114.8% | -85.8% |
| All | -93.1% | +16.7% | -109.8% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling