+32.9%
F vs KEYS
+148.6%
-115.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.8% |
| 30D | -2.9% | -1.3% | -1.6% | -2.8% |
| 3M | -9.1% | -0.1% | -8.9% | -10.1% |
| 6M | +12.9% | +17.4% | -4.4% | +5.0% |
| YTD | +6.1% | +62.9% | -56.8% | -14.0% |
| 1Y | +22.5% | +95.7% | -73.2% | -8.5% |
| All | +32.9% | +148.6% | -115.7% | -21.5% |
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