+131.8%
KEY vs QS
-62.6%
+194.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.0% |
| 7D | +2.9% | -14.0% | +16.9% | +4.1% |
| 30D | +8.4% | -6.4% | +14.8% | +8.8% |
| 3M | -5.8% | -40.3% | +34.5% | -2.1% |
| 6M | +5.4% | -57.5% | +63.0% | +11.8% |
| YTD | +7.1% | -64.7% | +71.7% | +14.6% |
| 1Y | +26.8% | -72.9% | +99.7% | +38.4% |
| 3Y | +128.7% | -33.5% | +162.1% | +120.0% |
| 5Y | +13.6% | -90.5% | +104.2% | +14.1% |
| All | +131.8% | -62.6% | +194.5% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling