+13.4%
AUR vs KEYS
+98.0%
-84.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | +8.7% | +2.3% | +6.5% | +7.5% |
| 30D | -5.2% | -2.6% | -2.6% | -3.7% |
| 3M | -7.3% | -4.6% | -2.7% | -5.4% |
| 6M | +41.2% | +8.7% | +32.5% | +34.5% |
| YTD | +65.1% | +61.0% | +4.1% | +21.3% |
| 1Y | +13.4% | +96.0% | -82.6% | -29.9% |
| All | +13.4% | +98.0% | -84.6% | -29.9% |
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