+98.7%
KEYS vs Q
+75.3%
+23.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.7% |
| 7D | +4.4% | +6.7% | -2.3% | +1.0% |
| 30D | -2.2% | -10.6% | +8.4% | +3.5% |
| 3M | +0.5% | -14.6% | +15.1% | +9.2% |
| 6M | +22.4% | +12.1% | +10.3% | +15.3% |
| YTD | +64.1% | +51.3% | +12.8% | +39.8% |
| All | +98.7% | +75.3% | +23.4% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling