+146.7%
KEYS vs APD
+29.6%
+117.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +16.7% | +2.2% | +14.6% | +16.1% |
| 30D | -17.8% | +9.4% | -27.3% | -19.8% |
| 3M | -14.2% | +4.7% | -18.9% | -15.3% |
| 6M | -15.9% | +5.5% | -21.4% | -17.5% |
| YTD | +49.7% | +31.4% | +18.3% | +36.0% |
| 1Y | +65.3% | +24.1% | +41.2% | +52.8% |
| All | +146.7% | +29.6% | +117.1% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling