+143.3%
DELL vs KEYS
+55.9%
+87.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.3% | -2.5% | -4.7% |
| 7D | -24.6% | -14.8% | -9.8% | -16.0% |
| 30D | -32.5% | -25.6% | -6.9% | -18.5% |
| 3M | -20.2% | -16.2% | -4.0% | -9.6% |
| 6M | +76.5% | -18.6% | +95.1% | +100.7% |
| YTD | +198.9% | +40.7% | +158.2% | +175.4% |
| 1Y | +143.3% | +59.6% | +83.7% | +114.5% |
| All | +143.3% | +55.9% | +87.4% | +114.5% |
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 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