+97.0%
KEYS vs AS
-22.5%
+119.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.4% |
| 7D | +4.4% | -2.6% | +7.0% | +4.9% |
| 30D | -2.2% | -22.1% | +19.9% | +2.1% |
| 3M | +0.5% | -15.3% | +15.9% | +2.7% |
| 6M | +22.4% | -15.6% | +38.0% | +23.9% |
| YTD | +64.1% | -23.2% | +87.3% | +64.6% |
| 1Y | +97.0% | -21.7% | +118.6% | +98.1% |
| All | +97.0% | -22.5% | +119.5% | +98.1% |
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