+174.5%
CIEN vs KEYS
+98.0%
+76.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | -0.2% |
| 7D | -15.2% | +2.3% | -17.4% | -16.9% |
| 30D | -21.5% | -2.6% | -18.9% | -19.3% |
| 3M | -40.1% | -4.6% | -35.4% | -37.6% |
| 6M | -6.6% | +8.7% | -15.3% | -9.6% |
| YTD | +37.3% | +61.0% | -23.8% | +1.8% |
| 1Y | +174.5% | +96.0% | +78.6% | +81.0% |
| All | +174.5% | +98.0% | +76.6% | +81.0% |
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