+59.6%
KEYS vs BIDU
-34.6%
+94.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.8% | -7.3% |
| 7D | -14.8% | +1.2% | -16.0% | -15.0% |
| 30D | -25.6% | -7.5% | -18.0% | -24.3% |
| 3M | -16.2% | -28.6% | +12.3% | -10.0% |
| 6M | -18.6% | -36.9% | +18.3% | -10.5% |
| YTD | +40.7% | -38.4% | +79.1% | +54.2% |
| 1Y | +59.6% | -35.7% | +95.3% | +73.5% |
| All | +59.6% | -34.6% | +94.2% | +73.5% |
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