+16.5%
APH vs KEYS
+63.0%
-46.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.6% |
| 7D | +4.9% | +9.4% | -4.5% | 0.0% |
| 30D | -5.4% | -16.8% | +11.4% | +3.2% |
| 3M | -5.5% | -15.9% | +10.4% | +2.6% |
| 6M | +25.9% | -17.6% | +43.5% | +36.6% |
| YTD | +16.4% | +46.5% | -30.1% | -1.5% |
| 1Y | +16.5% | +66.9% | -50.4% | -6.4% |
| All | +16.5% | +63.0% | -46.5% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling