+155.2%
KEYS vs QS
-24.6%
+179.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.7% |
| 7D | +3.5% | -3.6% | +7.1% | +4.0% |
| 30D | -4.5% | -17.2% | +12.8% | -2.2% |
| 3M | -0.4% | -27.0% | +26.6% | +3.1% |
| 6M | +19.1% | -24.6% | +43.7% | +22.3% |
| YTD | +66.7% | -49.3% | +116.0% | +78.0% |
| 1Y | +96.5% | -40.3% | +136.8% | +103.6% |
| 3Y | +155.2% | -23.8% | +179.0% | +135.0% |
| All | +155.2% | -24.6% | +179.7% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling