-45.2%
FIX vs KEYS
-19.1%
-26.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +1.0% |
| 7D | +9.4% | +9.4% | 0.0% | -0.7% |
| 30D | -27.8% | -16.8% | -11.0% | -12.3% |
| 3M | -35.6% | -15.9% | -19.7% | -22.2% |
| 6M | -45.2% | -17.6% | -27.6% | -32.8% |
| All | -45.2% | -19.1% | -26.1% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling