+872.4%
KEYS vs QSR
+203.9%
+668.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.9% | -4.7% | +5.6% | +2.5% |
| 30D | -5.3% | +4.3% | -9.6% | -6.6% |
| 3M | +0.5% | +5.4% | -4.9% | -1.8% |
| 6M | +14.0% | +8.2% | +5.9% | +10.1% |
| YTD | +60.3% | +14.1% | +46.1% | +51.7% |
| 1Y | +91.3% | +28.1% | +63.2% | +73.8% |
| 3Y | +146.1% | +25.3% | +120.9% | +123.2% |
| 5Y | +80.8% | +40.4% | +40.4% | +56.8% |
| 10Y | +1,002.8% | +132.4% | +870.4% | +695.2% |
| All | +872.4% | +203.9% | +668.5% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling