-100.0%
SQQQ vs KDP
+1,050.3%
-1,150.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.2% |
| 7D | -4.2% | +2.1% | -6.2% | -2.5% |
| 30D | +2.4% | +8.5% | -6.0% | +9.6% |
| 3M | -5.7% | +6.6% | -12.3% | -1.0% |
| 6M | -46.6% | +17.1% | -63.7% | -39.1% |
| YTD | -42.7% | +19.0% | -61.8% | -33.9% |
| 1Y | -52.6% | +21.8% | -74.4% | -44.0% |
| 3Y | -89.8% | +6.4% | -96.3% | -89.1% |
| 5Y | -94.7% | +5.1% | -99.8% | -93.8% |
| 10Y | -100.0% | +175.8% | -275.8% | -99.9% |
| All | -100.0% | +1,050.3% | -1,150.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling