+39.6%
DOCS vs KEYS
+140.3%
-100.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +2.6% | +9.4% | -6.8% | +0.8% |
| 30D | +11.4% | -16.8% | +28.2% | +15.0% |
| 3M | +25.4% | -15.9% | +41.3% | +28.6% |
| 6M | +42.5% | -17.6% | +60.1% | +45.6% |
| YTD | -24.7% | +46.5% | -71.2% | -40.2% |
| 1Y | -32.9% | +66.9% | -99.8% | -50.3% |
| 3Y | +39.6% | +141.4% | -101.8% | -27.2% |
| All | +39.6% | +140.3% | -100.7% | -27.2% |
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