+391.7%
APP vs KEYS
+127.2%
+264.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.2% |
| 7D | +0.9% | +2.3% | -1.4% | -0.7% |
| 30D | -23.3% | -2.6% | -20.7% | -22.5% |
| 3M | -42.6% | -4.6% | -38.0% | -42.6% |
| 6M | -33.6% | +8.7% | -42.3% | -42.3% |
| YTD | -52.4% | +61.0% | -113.5% | -71.6% |
| 1Y | -35.9% | +96.0% | -131.9% | -68.6% |
| 3Y | +642.2% | +144.4% | +497.8% | +190.6% |
| 5Y | +311.1% | +80.5% | +230.6% | +112.8% |
| All | +391.7% | +127.2% | +264.4% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling