+175.5%
EXE vs KEYS
+120.9%
+54.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | -0.8% | -5.3% | +4.4% | -0.1% |
| 3M | +10.0% | +0.5% | +9.5% | +9.3% |
| 6M | -6.3% | +14.0% | -20.4% | -9.4% |
| YTD | -10.7% | +60.3% | -70.9% | -20.0% |
| 1Y | +2.7% | +91.3% | -88.6% | -11.9% |
| 3Y | +19.1% | +146.1% | -127.0% | -5.5% |
| 5Y | +105.4% | +80.8% | +24.6% | +69.6% |
| All | +175.5% | +120.9% | +54.6% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling