+59.6%
KEYS vs AS
+3.3%
+56.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.1% | -11.4% | -6.9% |
| 7D | -14.8% | +13.8% | -28.6% | -16.3% |
| 30D | -25.6% | +16.7% | -42.3% | -27.3% |
| 3M | -16.2% | -11.5% | -4.7% | -14.6% |
| 6M | -18.6% | -5.5% | -13.1% | -18.5% |
| YTD | +40.7% | -14.2% | +54.9% | +36.5% |
| 1Y | +59.6% | +2.1% | +57.5% | +50.5% |
| All | +59.6% | +3.3% | +56.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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