+1,058.3%
KEYS vs AMBA
+64.1%
+994.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +2.3% | -11.0% | +13.2% | +5.1% |
| 30D | -2.6% | -23.2% | +20.5% | +3.6% |
| 3M | -4.6% | -12.7% | +8.1% | -3.3% |
| 6M | +8.7% | +11.2% | -2.5% | +2.7% |
| YTD | +61.0% | -11.2% | +72.3% | +59.5% |
| 1Y | +96.0% | -22.5% | +118.5% | +98.2% |
| 3Y | +144.4% | -1.3% | +145.7% | +122.3% |
| 5Y | +80.5% | -54.2% | +134.7% | +79.1% |
| 10Y | +974.9% | -6.1% | +981.1% | +715.2% |
| All | +1,058.3% | +64.1% | +994.2% | +710.2% |
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 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