+97.3%
KEYS vs Q
+78.4%
+18.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.6% |
| 7D | +2.9% | +6.6% | -3.7% | -0.4% |
| 30D | -1.3% | -6.6% | +5.2% | +2.1% |
| 3M | -0.1% | -13.2% | +13.1% | +7.5% |
| 6M | +17.4% | +9.9% | +7.4% | +11.4% |
| YTD | +62.9% | +53.9% | +9.0% | +37.5% |
| All | +97.3% | +78.4% | +18.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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