+139.6%
KEY vs QS
-44.4%
+184.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.2% | -2.3% | +4.5% | +2.4% |
| 30D | -3.0% | -0.7% | -2.3% | -3.1% |
| 3M | +3.3% | -39.6% | +43.0% | +6.9% |
| 6M | +9.2% | -21.7% | +30.9% | +10.3% |
| YTD | +10.6% | -47.4% | +58.1% | +15.0% |
| 1Y | +20.4% | -28.4% | +48.8% | +20.6% |
| 3Y | +121.8% | -22.6% | +144.4% | +110.5% |
| 5Y | +41.1% | -75.6% | +116.7% | +36.1% |
| All | +139.6% | -44.4% | +184.0% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling