-6.4%
CARR vs KEYS
+97.6%
-104.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.5% | +0.2% |
| 7D | -3.8% | +3.5% | -7.3% | -4.8% |
| 30D | -8.9% | -4.5% | -4.4% | -7.7% |
| 3M | -17.3% | -0.4% | -16.9% | -17.7% |
| 6M | -1.4% | +19.1% | -20.5% | -5.9% |
| YTD | +10.0% | +66.7% | -56.7% | -3.9% |
| 1Y | -6.4% | +96.5% | -102.8% | -23.9% |
| All | -6.4% | +97.6% | -104.0% | -23.9% |
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