+18.8%
CI vs KEYS
+45.0%
-26.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.8% | +7.5% | -1.8% |
| 7D | +1.0% | -21.0% | +22.0% | -0.5% |
| 30D | +9.9% | -32.8% | +42.7% | +7.6% |
| 3M | +12.1% | -22.4% | +34.5% | +10.3% |
| 6M | +10.6% | -26.8% | +37.4% | +9.3% |
| YTD | +11.4% | +28.3% | -16.9% | +6.1% |
| 1Y | +18.8% | +40.2% | -21.5% | +12.7% |
| All | +18.8% | +45.0% | -26.3% | +12.7% |
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