+82.8%
KEYS vs QS
-75.4%
+158.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +0.9% | -5.0% | +5.9% | +1.6% |
| 30D | -5.3% | -18.3% | +13.0% | -2.6% |
| 3M | +0.5% | -26.0% | +26.5% | +4.3% |
| 6M | +14.0% | -24.0% | +38.1% | +17.3% |
| YTD | +60.3% | -50.3% | +110.6% | +73.4% |
| 1Y | +91.3% | -38.0% | +129.3% | +97.4% |
| 3Y | +146.1% | -24.6% | +170.7% | +124.5% |
| All | +82.8% | -75.4% | +158.2% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling