+84.9%
KR vs QS
-46.4%
+131.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | -0.2% | -3.6% | +3.5% | -0.2% |
| 30D | +5.1% | -17.2% | +22.3% | +4.8% |
| 3M | -8.2% | -27.0% | +18.8% | -8.4% |
| 6M | -18.0% | -24.6% | +6.6% | -18.2% |
| YTD | -4.8% | -49.3% | +44.6% | -5.2% |
| 1Y | -11.0% | -40.3% | +29.3% | -11.3% |
| 3Y | +37.7% | -23.8% | +61.5% | +37.7% |
| 5Y | +52.8% | -75.0% | +127.7% | +52.7% |
| All | +84.9% | -46.4% | +131.3% | +86.0% |
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