+137.8%
KR vs QSR
+205.8%
-68.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | -4.0% | +3.8% | +0.1% |
| 30D | +5.1% | +2.8% | +2.3% | +4.9% |
| 3M | -8.2% | +5.1% | -13.2% | -8.4% |
| 6M | -18.0% | +8.8% | -26.8% | -18.3% |
| YTD | -4.8% | +14.8% | -19.6% | -5.4% |
| 1Y | -11.0% | +25.7% | -36.8% | -12.0% |
| 3Y | +37.7% | +27.5% | +10.1% | +36.1% |
| 5Y | +52.8% | +41.3% | +11.5% | +50.1% |
| 10Y | +128.8% | +133.8% | -5.0% | +121.6% |
| All | +137.8% | +205.8% | -68.0% | +119.6% |
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