+863.3%
KEYS vs AMBA
+52.8%
+810.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.1% | -1.7% | +2.9% |
| 7D | -11.4% | -7.2% | -4.2% | -9.7% |
| 30D | -28.7% | -10.4% | -18.3% | -26.6% |
| 3M | -19.2% | -30.1% | +10.9% | -12.1% |
| 6M | -25.8% | -22.4% | -3.4% | -23.5% |
| YTD | +33.9% | -17.3% | +51.3% | +34.9% |
| 1Y | +47.1% | -35.4% | +82.4% | +55.9% |
| 3Y | +119.4% | +18.6% | +100.8% | +92.1% |
| 5Y | +48.2% | -69.8% | +118.0% | +60.5% |
| 10Y | +755.2% | +1.1% | +754.1% | +550.1% |
| All | +863.3% | +52.8% | +810.5% | +585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling