+88.9%
KEYS vs A
+14.9%
+74.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.5% |
| 30D | -5.3% | -4.3% | -1.0% | -4.7% |
| 3M | +0.5% | +8.9% | -8.4% | -1.2% |
| 6M | +14.0% | +24.5% | -10.5% | +8.4% |
| YTD | +60.3% | +5.8% | +54.5% | +62.1% |
| All | +88.9% | +14.9% | +74.0% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling