+189.0%
B vs KEYS
+144.6%
+44.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -5.0% | +0.9% | -6.0% | -5.3% |
| 30D | +8.7% | -5.3% | +14.0% | +10.0% |
| 3M | +17.3% | +0.5% | +16.8% | +16.1% |
| 6M | -5.0% | +14.0% | -19.1% | -8.8% |
| YTD | +1.4% | +60.3% | -58.8% | -10.6% |
| 1Y | +50.5% | +91.3% | -40.8% | +26.9% |
| All | +189.0% | +144.6% | +44.5% | +125.3% |
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