+31.0%
F vs KEYS
+98.0%
-67.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.2% |
| 7D | +5.3% | +2.3% | +3.1% | +4.9% |
| 30D | +4.6% | -2.6% | +7.2% | +4.9% |
| 3M | -3.7% | -4.6% | +1.0% | -3.2% |
| 6M | +16.8% | +8.7% | +8.1% | +13.0% |
| YTD | +15.3% | +61.0% | -45.7% | +1.0% |
| 1Y | +31.0% | +96.0% | -65.0% | +7.7% |
| All | +31.0% | +98.0% | -67.0% | +7.7% |
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 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