+15.9%
ABNB vs KEYS
+164.6%
-148.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.3% |
| 7D | -9.5% | +0.9% | -10.4% | -10.0% |
| 30D | -9.4% | -5.3% | -4.1% | -7.5% |
| 3M | +29.9% | +0.5% | +29.4% | +25.5% |
| 6M | +26.6% | +14.0% | +12.5% | +11.7% |
| YTD | +23.5% | +60.3% | -36.7% | -15.1% |
| 1Y | +35.8% | +91.3% | -55.5% | -18.4% |
| 3Y | +15.0% | +146.1% | -131.2% | -45.5% |
| 5Y | +1.5% | +80.8% | -79.3% | -42.1% |
| All | +15.9% | +164.6% | -148.7% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling