+19.9%
AMD vs KEYS
-19.1%
+39.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.6% | -6.1% |
| 7D | +18.9% | +9.4% | +9.5% | +7.2% |
| 30D | -6.4% | -16.8% | +10.3% | +16.4% |
| 3M | +10.6% | -15.9% | +26.4% | +35.3% |
| 6M | +19.9% | -17.6% | +37.5% | +47.8% |
| All | +19.9% | -19.1% | +39.0% | +47.8% |
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