+151.0%
KEY vs QSR
+207.3%
-56.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -0.5% | -2.2% | +1.7% | +0.6% |
| 30D | +6.7% | +7.8% | -1.1% | +2.4% |
| 3M | -4.6% | +5.5% | -10.1% | -7.7% |
| 6M | +2.6% | -0.2% | +2.8% | +1.8% |
| YTD | +7.0% | +15.4% | -8.4% | -2.9% |
| 1Y | +23.5% | +15.3% | +8.1% | +11.9% |
| 3Y | +126.4% | +23.7% | +102.7% | +91.9% |
| 5Y | +13.0% | +60.4% | -47.3% | -18.8% |
| 10Y | +99.5% | +142.2% | -42.7% | +13.8% |
| All | +151.0% | +207.3% | -56.2% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling