+113.9%
KEY vs QS
-30.4%
+144.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.0% |
| 7D | -1.3% | +5.4% | -6.7% | -1.9% |
| 30D | +5.1% | -5.3% | +10.5% | +5.5% |
| 3M | -7.1% | -22.6% | +15.5% | -5.0% |
| 6M | -4.4% | -46.2% | +41.8% | +0.6% |
| YTD | +4.0% | -58.9% | +62.9% | +11.9% |
| 1Y | +23.4% | -73.1% | +96.5% | +38.4% |
| 3Y | +113.9% | -27.2% | +141.1% | +82.3% |
| All | +113.9% | -30.4% | +144.3% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling