-45.3%
KEEL vs QSR
+23.8%
-69.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -0.3% |
| 7D | -13.6% | +5.2% | -18.8% | -10.2% |
| 30D | -39.1% | +12.2% | -51.3% | -33.7% |
| 3M | -48.9% | +7.0% | -55.9% | -45.7% |
| 6M | -35.4% | -0.3% | -35.1% | -31.2% |
| YTD | -10.6% | +18.0% | -28.6% | +8.1% |
| 1Y | -45.3% | +22.6% | -68.0% | -27.6% |
| All | -45.3% | +23.8% | -69.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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