+48.9%
CIEN vs KEYS
+55.9%
-7.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.3% | -3.0% | -2.9% |
| 7D | -25.0% | -14.8% | -10.3% | -11.6% |
| 30D | -30.1% | -25.6% | -4.5% | -5.4% |
| 3M | -33.8% | -16.2% | -17.6% | -19.2% |
| 6M | -49.4% | -18.6% | -30.8% | -36.7% |
| YTD | +16.4% | +40.7% | -24.3% | -1.5% |
| 1Y | +48.9% | +59.6% | -10.7% | +17.2% |
| All | +48.9% | +55.9% | -7.1% | +17.2% |
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