+155.2%
KEYS vs BOXX
+14.7%
+140.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -4.5% | +0.3% | -4.8% | -4.9% |
| 3M | -0.4% | +1.0% | -1.5% | -2.1% |
| 6M | +19.1% | +1.9% | +17.2% | +13.9% |
| YTD | +66.7% | +2.7% | +64.0% | +54.0% |
| 1Y | +96.5% | +4.0% | +92.4% | +70.8% |
| 3Y | +155.2% | +14.7% | +140.5% | +58.7% |
| All | +155.2% | +14.7% | +140.5% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling