-17.6%
KEYS vs Q
-30.6%
+13.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | +0.4% |
| 7D | +9.4% | +1.2% | +8.2% | +8.4% |
| 30D | -16.8% | -2.7% | -14.1% | -15.1% |
| 3M | -15.9% | -16.9% | +1.1% | -4.9% |
| 6M | -17.6% | -26.9% | +9.3% | +0.1% |
| All | -17.6% | -30.6% | +13.0% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling