+59.6%
KEYS vs AMBA
-25.6%
+85.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -5.8% |
| 7D | -14.8% | -8.1% | -6.7% | -12.8% |
| 30D | -25.6% | -10.8% | -14.8% | -23.3% |
| 3M | -16.2% | -25.9% | +9.7% | -9.8% |
| 6M | -18.6% | -13.9% | -4.8% | -19.0% |
| YTD | +40.7% | -14.0% | +54.7% | +35.8% |
| 1Y | +59.6% | -25.7% | +85.3% | +57.5% |
| All | +59.6% | -25.6% | +85.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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