how to get correct stats with returns freq different from daily

[Visema]

Code has clearly been written to deal with daily returns but often available historical data is only available with a weekly or monthly cadence. Feeding other than daily returns obviously causes quantstats to produce wrong stats. Q: Would it be possible to add a returns freq key so that all stats are adjusted accordingly and correctly calculated

[rosed777]

Yes - I'd like a monthly option. Is there a workaround that we can use for weekly or monthly?