+91.3%
KEYS vs APD
+5.6%
+85.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | -5.3% | -5.1% | -0.2% | -5.1% |
| 3M | +0.5% | +6.9% | -6.3% | -0.7% |
| 6M | +14.0% | +8.1% | +6.0% | +13.1% |
| YTD | +60.3% | +21.2% | +39.0% | +56.4% |
| 1Y | +91.3% | +4.9% | +86.5% | +100.3% |
| All | +91.3% | +5.6% | +85.7% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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