+58.2%
KEYS vs AMBA
-69.7%
+127.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | +9.4% | +2.7% | +6.7% | +8.6% |
| 30D | -16.8% | -2.2% | -14.6% | -16.0% |
| 3M | -15.9% | -26.6% | +10.8% | -8.3% |
| 6M | -17.6% | -26.8% | +9.2% | -13.2% |
| YTD | +46.5% | -15.1% | +61.6% | +45.9% |
| 1Y | +66.9% | -32.3% | +99.1% | +75.7% |
| 3Y | +141.4% | +19.8% | +121.6% | +100.6% |
| All | +58.2% | -69.7% | +127.9% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling