-47.3%
DOCS vs KEYS
+55.9%
-103.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.3% | +12.7% | +5.7% |
| 7D | +1.2% | -14.8% | +16.0% | -0.3% |
| 30D | +21.3% | -25.6% | +46.9% | +17.9% |
| 3M | +58.4% | -16.2% | +74.6% | +55.8% |
| 6M | +39.3% | -18.6% | +57.9% | +37.1% |
| YTD | -21.7% | +40.7% | -62.4% | -31.0% |
| 1Y | -47.3% | +59.6% | -106.9% | -57.4% |
| All | -47.3% | +55.9% | -103.2% | -57.4% |
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