+394.8%
AMD vs KEYS
+148.6%
+246.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.8% | +3.6% |
| 7D | +14.0% | +2.9% | +11.1% | +11.4% |
| 30D | +11.0% | -1.3% | +12.3% | +12.1% |
| 3M | +9.6% | -0.1% | +9.7% | +10.8% |
| 6M | +157.1% | +17.4% | +139.7% | +133.1% |
| YTD | +143.3% | +62.9% | +80.4% | +68.5% |
| 1Y | +234.4% | +95.7% | +138.7% | +97.8% |
| All | +394.8% | +148.6% | +246.2% | +143.4% |
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