+96.5%
KEYS vs QS
-36.7%
+133.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.6% |
| 7D | +3.5% | -3.6% | +7.1% | +4.2% |
| 30D | -4.5% | -17.2% | +12.8% | -1.1% |
| 3M | -0.4% | -27.0% | +26.6% | +4.7% |
| 6M | +19.1% | -24.6% | +43.7% | +23.6% |
| YTD | +66.7% | -49.3% | +116.0% | +80.5% |
| 1Y | +96.5% | -40.3% | +136.8% | +114.0% |
| All | +96.5% | -36.7% | +133.2% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling