+294.5%
KEEL vs QSR
+32.7%
+261.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +2.9% | -4.0% | +6.9% | +4.7% |
| 30D | +0.8% | +2.8% | -1.9% | -0.4% |
| 3M | -35.3% | +5.1% | -40.4% | -37.6% |
| 6M | +59.4% | +8.8% | +50.6% | +50.2% |
| YTD | +51.9% | +14.8% | +37.1% | +38.1% |
| 1Y | +75.0% | +25.7% | +49.3% | +50.9% |
| 3Y | +224.5% | +27.5% | +197.0% | +181.6% |
| 5Y | -35.9% | +41.3% | -77.2% | -47.4% |
| All | +294.5% | +32.7% | +261.7% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling