+111.7%
KEYS vs BIYA
-99.8%
+211.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.4% |
| 7D | +2.3% | +1.3% | +0.9% | +2.3% |
| 30D | -2.6% | -21.0% | +18.4% | -2.6% |
| 3M | -4.6% | -74.3% | +69.7% | -5.0% |
| 6M | +8.7% | -84.6% | +93.4% | +8.2% |
| YTD | +61.0% | -94.2% | +155.2% | +62.2% |
| 1Y | +96.0% | -98.2% | +194.2% | +104.3% |
| All | +111.7% | -99.8% | +211.5% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 all: compounded portfolio wealth divided by compounded BIYA 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…
all analysis · Full analysis span regression · 6 months rolling