+18.5%
KEY vs QS
-44.4%
+62.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | -3.2% | -8.1% | +4.8% | -2.6% |
| 3M | +1.0% | -27.0% | +28.0% | +3.1% |
| 6M | +11.9% | -16.4% | +28.3% | +12.0% |
| YTD | +8.7% | -46.4% | +55.1% | +12.8% |
| 1Y | +18.5% | -41.1% | +59.6% | +24.1% |
| All | +18.5% | -44.4% | +62.9% | +24.1% |
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 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