-45.3%
KEEL vs QS
-71.4%
+26.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.6% | -10.7% |
| 7D | -13.6% | +4.5% | -18.1% | -17.0% |
| 30D | -39.1% | -4.1% | -35.0% | -37.3% |
| 3M | -48.9% | -22.1% | -26.8% | -36.8% |
| 6M | -35.4% | -38.4% | +3.0% | -6.9% |
| YTD | -10.6% | -57.5% | +46.8% | +84.9% |
| 1Y | -45.3% | -71.3% | +26.0% | +67.6% |
| All | -45.3% | -71.4% | +26.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling