+18.0%
EXE vs KEYS
+154.3%
-136.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.5% |
| 7D | -3.1% | +3.5% | -6.6% | -3.5% |
| 30D | -0.9% | -4.5% | +3.6% | -0.5% |
| 3M | +9.6% | -0.4% | +10.0% | +9.3% |
| 6M | -11.6% | +19.1% | -30.7% | -14.2% |
| YTD | -12.6% | +66.7% | -79.2% | -20.4% |
| 1Y | +1.2% | +96.5% | -95.3% | -11.2% |
| 3Y | +18.0% | +155.2% | -137.1% | -5.3% |
| All | +18.0% | +154.3% | -136.3% | -5.3% |
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