+59.6%
KEYS vs ADVB
-76.7%
+136.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -6.3% |
| 7D | -14.8% | -29.5% | +14.7% | -14.8% |
| 30D | -25.6% | -66.9% | +41.3% | -25.8% |
| 3M | -16.2% | -73.7% | +57.5% | -16.5% |
| 6M | -18.6% | -64.8% | +46.1% | -18.9% |
| YTD | +40.7% | -64.0% | +104.7% | +43.6% |
| 1Y | +59.6% | -77.0% | +136.6% | +70.3% |
| All | +59.6% | -76.7% | +136.3% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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