-43.3%
APP vs KEYS
+97.6%
-140.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +2.1% |
| 7D | +1.1% | +3.5% | -2.4% | +0.2% |
| 30D | +6.6% | -4.5% | +11.1% | +7.6% |
| 3M | -32.3% | -0.4% | -31.9% | -33.2% |
| 6M | -29.8% | +19.1% | -48.9% | -36.6% |
| YTD | -51.9% | +66.7% | -118.6% | -64.3% |
| 1Y | -43.3% | +96.5% | -139.8% | -60.1% |
| All | -43.3% | +97.6% | -140.9% | -60.1% |
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