+149.6%
GOOGL vs KEYS
+154.3%
-4.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.8% |
| 7D | 0.0% | +3.5% | -3.5% | -0.9% |
| 30D | -1.4% | -4.5% | +3.1% | -0.4% |
| 3M | -5.3% | -0.4% | -4.9% | -5.9% |
| 6M | +9.8% | +19.1% | -9.3% | +3.3% |
| YTD | +8.4% | +66.7% | -58.3% | -9.3% |
| 1Y | +41.2% | +96.5% | -55.3% | +11.3% |
| 3Y | +149.6% | +155.2% | -5.6% | +74.2% |
| All | +149.6% | +154.3% | -4.8% | +74.2% |
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