+122.9%
FIX vs KEYS
+98.0%
+24.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.8% |
| 7D | +6.0% | +2.3% | +3.8% | +4.2% |
| 30D | -7.2% | -2.6% | -4.6% | -5.3% |
| 3M | -15.9% | -4.6% | -11.2% | -12.2% |
| 6M | +12.7% | +8.7% | +4.0% | +8.2% |
| YTD | +72.8% | +61.0% | +11.8% | +28.3% |
| 1Y | +122.9% | +96.0% | +26.9% | +45.1% |
| All | +122.9% | +98.0% | +24.9% | +45.1% |
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