+96.5%
KEYS vs BR
-31.7%
+128.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.9% |
| 7D | +3.5% | -3.0% | +6.5% | +2.4% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | -0.4% | +17.3% | -17.7% | +6.5% |
| 6M | +19.1% | -6.7% | +25.8% | +23.5% |
| YTD | +66.7% | -23.4% | +90.1% | +71.5% |
| 1Y | +96.5% | -32.7% | +129.1% | +105.2% |
| All | +96.5% | -31.7% | +128.1% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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