+145.4%
KEYS vs BIDU
-34.9%
+180.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.3% |
| 7D | +0.9% | -5.2% | +6.2% | +1.9% |
| 30D | -5.3% | -14.5% | +9.2% | -2.4% |
| 3M | +0.5% | -22.9% | +23.4% | +5.4% |
| 6M | +14.0% | -27.8% | +41.9% | +20.5% |
| YTD | +60.3% | -30.7% | +90.9% | +70.0% |
| 1Y | +91.3% | -15.8% | +107.1% | +93.3% |
| All | +145.4% | -34.9% | +180.3% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling