+59.6%
KEYS vs AMRZ
-11.5%
+71.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.2% | -11.5% | -7.5% |
| 7D | -14.8% | +10.3% | -25.1% | -17.1% |
| 30D | -25.6% | +18.7% | -44.3% | -29.2% |
| 3M | -16.2% | -14.6% | -1.6% | -11.6% |
| 6M | -18.6% | -12.9% | -5.8% | -15.8% |
| YTD | +40.7% | -17.4% | +58.0% | +50.9% |
| 1Y | +59.6% | -12.3% | +71.9% | +62.4% |
| All | +59.6% | -11.5% | +71.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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