+401.2%
AMD vs KEYS
+145.6%
+255.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.3% |
| 7D | +44.7% | +16.7% | +28.0% | +27.2% |
| 30D | -3.3% | -17.8% | +14.5% | +15.5% |
| 3M | +21.2% | -14.2% | +35.4% | +39.5% |
| 6M | +30.6% | -15.9% | +46.4% | +53.8% |
| YTD | +173.3% | +49.7% | +123.6% | +106.3% |
| 1Y | +126.1% | +65.3% | +60.8% | +56.9% |
| All | +401.2% | +145.6% | +255.6% | +167.1% |
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