+58.4%
D vs KEYS
+144.6%
-86.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -1.6% | +0.9% | -2.6% | -1.6% |
| 30D | -3.5% | -5.3% | +1.7% | -3.4% |
| 3M | -1.6% | +0.5% | -2.1% | -1.7% |
| 6M | +5.8% | +14.0% | -8.3% | +5.1% |
| YTD | +14.5% | +60.3% | -45.8% | +11.6% |
| 1Y | +14.2% | +91.3% | -77.2% | +9.8% |
| All | +58.4% | +144.6% | -86.2% | +32.5% |
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