+2,448.5%
TQQQ vs KEY
+96.4%
+2,352.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.1% |
| 7D | +10.4% | +2.9% | +7.5% | +8.2% |
| 30D | -22.2% | +8.4% | -30.6% | -26.5% |
| 3M | -25.1% | -5.8% | -19.3% | -21.6% |
| 6M | -25.0% | +5.4% | -30.5% | -27.9% |
| YTD | +10.1% | +7.1% | +3.0% | +4.4% |
| 1Y | +11.0% | +26.8% | -15.8% | -7.3% |
| 3Y | +195.0% | +128.7% | +66.3% | +61.5% |
| 5Y | +46.6% | +13.6% | +33.0% | +32.0% |
| All | +2,448.5% | +96.4% | +2,352.1% | +1,586.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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