-55.4%
APP vs KEYS
+55.9%
-111.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.3% | +17.0% | +11.7% |
| 7D | +4.5% | -14.8% | +19.3% | +7.6% |
| 30D | -3.6% | -25.6% | +22.0% | +1.4% |
| 3M | -35.3% | -16.2% | -19.0% | -33.7% |
| 6M | -42.8% | -18.6% | -24.1% | -42.0% |
| YTD | -59.7% | +40.7% | -100.4% | -70.4% |
| 1Y | -55.4% | +59.6% | -115.0% | -68.8% |
| All | -55.4% | +55.9% | -111.3% | -68.8% |
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 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