+3.7%
F vs KEYS
+55.9%
-52.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.3% | +9.2% | +3.8% |
| 7D | +6.0% | -14.8% | +20.8% | +8.5% |
| 30D | +4.3% | -25.6% | +29.9% | +9.1% |
| 3M | -10.1% | -16.2% | +6.2% | -8.3% |
| 6M | +12.8% | -18.6% | +31.4% | +15.5% |
| YTD | -0.1% | +40.7% | -40.8% | -11.0% |
| 1Y | +3.7% | +59.6% | -55.9% | -11.3% |
| All | +3.7% | +55.9% | -52.2% | -11.3% |
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 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