+40.2%
KEYS vs BOXX
+4.1%
+36.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -21.0% | +0.1% | -21.1% | -21.1% |
| 30D | -32.8% | +0.4% | -33.2% | -33.1% |
| 3M | -22.4% | +1.0% | -23.5% | -20.0% |
| 6M | -26.8% | +2.0% | -28.8% | -20.8% |
| YTD | +28.3% | +3.3% | +25.0% | +30.8% |
| 1Y | +40.2% | +4.0% | +36.2% | +24.2% |
| All | +40.2% | +4.1% | +36.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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