+90.1%
KEYS vs QSR
+40.5%
+49.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +3.5% | -4.0% | +7.5% | +5.2% |
| 30D | -4.5% | +2.8% | -7.2% | -5.7% |
| 3M | -0.4% | +5.1% | -5.5% | -3.3% |
| 6M | +19.1% | +8.8% | +10.3% | +13.2% |
| YTD | +66.7% | +14.8% | +51.8% | +53.7% |
| 1Y | +96.5% | +25.7% | +70.7% | +72.7% |
| 3Y | +155.2% | +27.5% | +127.6% | +116.0% |
| All | +90.1% | +40.5% | +49.5% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling