+76.1%
KEYS vs ADVB
-97.5%
+173.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +4.4% |
| 7D | -11.4% | -13.9% | +2.5% | -11.3% |
| 30D | -28.7% | -68.1% | +39.5% | -28.1% |
| 3M | -19.2% | -73.4% | +54.1% | -18.6% |
| 6M | -25.8% | -70.8% | +45.0% | -25.8% |
| YTD | +33.9% | -66.1% | +100.0% | +33.5% |
| 1Y | +47.1% | -77.5% | +124.6% | +48.3% |
| All | +76.1% | -97.5% | +173.6% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling