-16.6%
AA vs KEYS
+23.5%
-40.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -0.6% | +2.9% | -3.6% | -1.7% |
| 30D | -1.6% | -1.3% | -0.2% | -1.4% |
| 3M | -29.8% | -0.1% | -29.7% | -31.3% |
| 6M | -16.6% | +17.4% | -34.0% | -19.4% |
| All | -16.6% | +23.5% | -40.2% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling