+75.0%
KEEL vs QS
-36.7%
+111.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.8% | +2.4% |
| 7D | +2.9% | -3.6% | +6.5% | +5.6% |
| 30D | +0.8% | -17.2% | +18.1% | +16.4% |
| 3M | -35.3% | -27.0% | -8.4% | -20.2% |
| 6M | +59.4% | -24.6% | +83.9% | +93.0% |
| YTD | +51.9% | -49.3% | +101.2% | +137.4% |
| 1Y | +75.0% | -40.3% | +115.3% | +274.9% |
| All | +75.0% | -36.7% | +111.7% | +274.9% |
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