+766.8%
FIX vs KEYS
+148.6%
+618.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | +3.5% | +2.9% | +0.6% | +1.3% |
| 30D | -3.5% | -1.3% | -2.2% | -2.5% |
| 3M | -11.8% | -0.1% | -11.6% | -10.9% |
| 6M | +17.8% | +17.4% | +0.4% | +6.8% |
| YTD | +73.3% | +62.9% | +10.4% | +22.3% |
| 1Y | +128.1% | +95.7% | +32.4% | +40.2% |
| All | +766.8% | +148.6% | +618.2% | +341.2% |
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 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