+2.4%
KDP vs KEYS
+144.6%
-142.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -4.3% | +0.9% | -5.3% | -4.4% |
| 30D | +7.8% | -5.3% | +13.1% | +8.0% |
| 3M | -0.1% | +0.5% | -0.6% | -0.4% |
| 6M | +14.0% | +14.0% | -0.1% | +12.3% |
| YTD | +15.1% | +60.3% | -45.2% | +10.6% |
| 1Y | +18.5% | +91.3% | -72.8% | +12.5% |
| All | +2.4% | +144.6% | -142.2% | -8.2% |
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