+155.2%
KEYS vs A
+31.5%
+123.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +2.9% |
| 7D | +3.5% | -2.6% | +6.1% | +4.6% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | -0.4% | +13.6% | -14.0% | -6.2% |
| 6M | +19.1% | +27.8% | -8.7% | +4.7% |
| YTD | +66.7% | +8.6% | +58.0% | +59.3% |
| 1Y | +96.5% | +16.9% | +79.6% | +80.0% |
| 3Y | +155.2% | +32.9% | +122.2% | +115.8% |
| All | +155.2% | +31.5% | +123.6% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling