+4.5%
CI vs KEYS
+144.6%
-140.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -1.3% | +0.9% | -2.3% | -1.3% |
| 30D | +3.1% | -5.3% | +8.4% | +3.2% |
| 3M | -4.5% | +0.5% | -5.0% | -4.6% |
| 6M | +8.3% | +14.0% | -5.8% | +7.4% |
| YTD | +3.8% | +60.3% | -56.5% | +1.8% |
| 1Y | -5.0% | +91.3% | -96.3% | -7.5% |
| All | +4.5% | +144.6% | -140.0% | -1.5% |
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