+135.5%
KEY vs QS
-19.4%
+154.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.2% | -2.3% | +4.5% | +2.5% |
| 30D | -3.0% | -0.7% | -2.3% | -3.1% |
| 3M | +3.3% | -39.6% | +43.0% | +8.4% |
| 6M | +9.2% | -21.7% | +30.9% | +10.6% |
| YTD | +10.6% | -47.4% | +58.1% | +16.9% |
| 1Y | +20.4% | -28.4% | +48.8% | +19.8% |
| All | +135.5% | -19.4% | +154.9% | +107.8% |
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