+4,691.0%
TQQQ vs KEYS
+1,113.8%
+3,577.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -2.5% |
| 7D | -1.9% | +3.5% | -5.4% | -6.2% |
| 30D | -4.9% | -4.5% | -0.4% | +0.1% |
| 3M | -6.4% | -0.4% | -6.0% | -6.3% |
| 6M | +44.4% | +19.1% | +25.3% | +14.8% |
| YTD | +35.2% | +66.7% | -31.5% | -36.4% |
| 1Y | +49.5% | +96.5% | -47.0% | -44.3% |
| 3Y | +250.7% | +155.2% | +95.6% | -5.0% |
| 5Y | +104.7% | +88.0% | +16.7% | -3.0% |
| 10Y | +3,029.5% | +1,046.8% | +1,982.8% | +168.9% |
| All | +4,691.0% | +1,113.8% | +3,577.2% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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