+152.0%
KEYS vs APD
+10.0%
+142.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +4.4% | -2.5% | +6.9% | +5.1% |
| 30D | -2.2% | -1.9% | -0.3% | -1.8% |
| 3M | +0.5% | +8.2% | -7.7% | -2.2% |
| 6M | +22.4% | +10.7% | +11.6% | +18.3% |
| YTD | +64.1% | +22.9% | +41.2% | +52.8% |
| 1Y | +97.0% | +5.8% | +91.2% | +92.6% |
| 3Y | +152.0% | +7.8% | +144.2% | +143.8% |
| All | +152.0% | +10.0% | +142.0% | +143.8% |
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