+15.5%
ABNB vs KEYS
+154.3%
-138.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.2% |
| 7D | -6.5% | +3.5% | -10.0% | -7.5% |
| 30D | -5.5% | -4.5% | -1.0% | -4.4% |
| 3M | +30.0% | -0.4% | +30.5% | +28.0% |
| 6M | +27.6% | +19.1% | +8.5% | +15.0% |
| YTD | +25.4% | +66.7% | -41.3% | -6.4% |
| 1Y | +38.3% | +96.5% | -58.2% | -6.7% |
| 3Y | +15.5% | +155.2% | -139.6% | -40.4% |
| All | +15.5% | +154.3% | -138.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling