+222.6%
KEYS vs QS
-47.0%
+269.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.2% |
| 7D | +2.9% | -4.2% | +7.2% | +3.3% |
| 30D | -1.3% | -15.7% | +14.4% | 0.0% |
| 3M | -0.1% | -28.7% | +28.6% | +2.3% |
| 6M | +17.4% | -23.2% | +40.6% | +19.2% |
| YTD | +62.9% | -49.9% | +112.8% | +70.2% |
| 1Y | +95.7% | -38.8% | +134.6% | +100.1% |
| 3Y | +150.2% | -24.0% | +174.2% | +141.4% |
| 5Y | +83.1% | -75.6% | +158.7% | +79.2% |
| All | +222.6% | -47.0% | +269.6% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling