+155.2%
KEYS vs BG
+18.0%
+137.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +3.5% | +3.1% | +0.4% | +2.9% |
| 30D | -4.5% | +10.2% | -14.7% | -6.1% |
| 3M | -0.4% | -1.7% | +1.3% | -0.2% |
| 6M | +19.1% | +1.0% | +18.2% | +18.4% |
| YTD | +66.7% | +39.9% | +26.7% | +56.6% |
| 1Y | +96.5% | +53.2% | +43.2% | +81.3% |
| 3Y | +155.2% | +16.3% | +138.9% | +141.1% |
| All | +155.2% | +18.0% | +137.2% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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