+130.5%
KEY vs QS
-54.8%
+185.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +0.5% | +8.0% | -7.5% | -0.1% |
| 30D | +6.9% | -2.8% | +9.7% | +6.9% |
| 3M | -5.0% | -28.1% | +23.1% | -2.7% |
| 6M | +0.7% | -41.0% | +41.7% | +4.0% |
| YTD | +6.5% | -57.3% | +63.8% | +12.3% |
| 1Y | +22.6% | -72.7% | +95.3% | +33.7% |
| 3Y | +125.3% | -18.6% | +144.0% | +113.4% |
| 5Y | +13.9% | -87.0% | +100.9% | +12.4% |
| All | +130.5% | -54.8% | +185.4% | +122.5% |
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