+41.9%
APA vs KEYS
+13.9%
+28.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -1.0% |
| 7D | +0.8% | +0.9% | -0.1% | +1.0% |
| 30D | +9.6% | -5.3% | +14.9% | +8.7% |
| 3M | +18.0% | +0.5% | +17.5% | +20.5% |
| 6M | +41.9% | +14.0% | +27.8% | +61.3% |
| All | +41.9% | +13.9% | +28.0% | +61.3% |
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