+15.4%
AUR vs KEYS
+97.6%
-82.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.5% |
| 7D | +1.4% | +3.5% | -2.1% | -0.4% |
| 30D | -6.4% | -4.5% | -1.9% | -4.0% |
| 3M | +7.7% | -0.4% | +8.1% | +7.4% |
| 6M | +44.5% | +19.1% | +25.4% | +32.1% |
| YTD | +67.4% | +66.7% | +0.8% | +20.9% |
| 1Y | +15.4% | +96.5% | -81.0% | -26.4% |
| All | +15.4% | +97.6% | -82.2% | -26.4% |
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 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