+16.9%
APA vs KEYS
+154.3%
-137.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.5% | -0.4% |
| 7D | +4.6% | +3.5% | +1.1% | +3.8% |
| 30D | +11.9% | -4.5% | +16.4% | +12.9% |
| 3M | +22.5% | -0.4% | +22.9% | +21.5% |
| 6M | +37.5% | +19.1% | +18.4% | +27.7% |
| YTD | +87.2% | +66.7% | +20.5% | +48.6% |
| 1Y | +101.4% | +96.5% | +5.0% | +46.5% |
| 3Y | +16.9% | +155.2% | -138.2% | -26.5% |
| All | +16.9% | +154.3% | -137.4% | -26.5% |
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