+161.6%
KEY vs QSR
+133.7%
+27.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -1.8% | -4.7% | +2.9% | +1.0% |
| 30D | -3.3% | +4.3% | -7.6% | -5.8% |
| 3M | -0.2% | +5.4% | -5.6% | -3.8% |
| 6M | +12.1% | +8.2% | +4.0% | +5.8% |
| YTD | +8.4% | +14.1% | -5.7% | -1.4% |
| 1Y | +17.6% | +28.1% | -10.5% | -0.7% |
| 3Y | +123.3% | +25.3% | +98.1% | +85.0% |
| 5Y | +39.5% | +40.4% | -0.9% | +5.4% |
| All | +161.6% | +133.7% | +27.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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