+52.6%
DOCS vs KEYS
+116.9%
-64.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.9% |
| 7D | -0.8% | -11.4% | +10.7% | +1.4% |
| 30D | +17.4% | -28.7% | +46.1% | +25.1% |
| 3M | +57.4% | -19.2% | +76.6% | +62.5% |
| 6M | +26.5% | -25.8% | +52.3% | +32.3% |
| YTD | -26.6% | +33.9% | -60.5% | -41.1% |
| 1Y | -48.1% | +47.1% | -95.1% | -60.4% |
| 3Y | +52.6% | +119.4% | -66.8% | -24.7% |
| All | +52.6% | +116.9% | -64.3% | -24.7% |
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