+6.8%
IR vs KEYS
+144.6%
-137.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -14.0% | -5.3% | -8.8% | -12.5% |
| 3M | +3.7% | +0.5% | +3.2% | +2.1% |
| 6M | -15.4% | +14.0% | -29.4% | -21.3% |
| YTD | -7.7% | +60.3% | -67.9% | -27.5% |
| 1Y | -8.8% | +91.3% | -100.1% | -35.0% |
| All | +6.8% | +144.6% | -137.8% | -33.8% |
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 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