-64.9%
DOCS vs KEYS
+98.5%
-163.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.2% | -7.2% |
| 7D | -7.3% | +4.4% | -11.8% | -7.1% |
| 30D | -10.9% | -2.2% | -8.7% | -10.9% |
| 3M | +20.3% | +0.5% | +19.7% | +19.8% |
| 6M | -3.6% | +22.4% | -26.0% | -7.9% |
| YTD | -44.9% | +64.1% | -108.9% | -52.8% |
| 1Y | -64.9% | +97.0% | -161.8% | -73.0% |
| All | -64.9% | +98.5% | -163.3% | -73.0% |
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