+155.2%
KEYS vs QSR
+25.8%
+129.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -4.0% | +7.5% | +4.6% |
| 30D | -4.5% | +2.8% | -7.2% | -5.3% |
| 3M | -0.4% | +5.1% | -5.5% | -2.3% |
| 6M | +19.1% | +8.8% | +10.3% | +14.9% |
| YTD | +66.7% | +14.8% | +51.8% | +57.1% |
| 1Y | +96.5% | +25.7% | +70.7% | +78.7% |
| 3Y | +155.2% | +27.5% | +127.6% | +131.7% |
| All | +155.2% | +25.8% | +129.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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