+61.0%
AA vs KEYS
+98.0%
-37.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.7% |
| 7D | -0.7% | +2.3% | -3.0% | -1.6% |
| 30D | +5.0% | -2.6% | +7.6% | +5.8% |
| 3M | -35.8% | -4.6% | -31.2% | -35.3% |
| 6M | -18.4% | +8.7% | -27.1% | -21.7% |
| YTD | -5.5% | +61.0% | -66.5% | -26.5% |
| 1Y | +61.0% | +96.0% | -35.0% | +13.0% |
| All | +61.0% | +98.0% | -37.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling