+96.0%
KEYS vs BIDU
+1.5%
+94.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.6% | +0.7% |
| 7D | +2.3% | +2.4% | -0.2% | +1.8% |
| 30D | -2.6% | -10.5% | +7.9% | -0.8% |
| 3M | -4.6% | -26.2% | +21.6% | +0.1% |
| 6M | +8.7% | -16.4% | +25.1% | +11.7% |
| YTD | +61.0% | -23.9% | +84.9% | +67.1% |
| 1Y | +96.0% | +1.3% | +94.7% | +107.3% |
| All | +96.0% | +1.5% | +94.5% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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