+284.9%
IR vs KEYS
+754.9%
-470.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.5% |
| 7D | +0.6% | +4.4% | -3.8% | -1.3% |
| 30D | -13.6% | -2.2% | -11.4% | -13.1% |
| 3M | +3.7% | +0.5% | +3.1% | +1.9% |
| 6M | -13.1% | +22.4% | -35.4% | -22.1% |
| YTD | -5.1% | +64.1% | -69.2% | -27.1% |
| 1Y | -6.5% | +97.0% | -103.4% | -34.6% |
| 3Y | +8.5% | +152.0% | -143.5% | -33.8% |
| 5Y | +43.3% | +83.7% | -40.4% | -1.0% |
| All | +284.9% | +754.9% | -470.0% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling