+641.7%
APP vs KEYS
+144.6%
+497.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.0% |
| 7D | +0.3% | +0.9% | -0.6% | -0.3% |
| 30D | -1.3% | -5.3% | +3.9% | +1.2% |
| 3M | -36.2% | +0.5% | -36.7% | -38.3% |
| 6M | -34.1% | +14.0% | -48.2% | -43.3% |
| YTD | -53.3% | +60.3% | -113.6% | -70.3% |
| 1Y | -44.5% | +91.3% | -135.9% | -70.1% |
| All | +641.7% | +144.6% | +497.1% | +215.4% |
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 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