+152.0%
KEYS vs BUD
+48.7%
+103.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +4.4% | +0.8% | +3.7% | +4.3% |
| 30D | -2.2% | -4.8% | +2.6% | -1.5% |
| 3M | +0.5% | +1.4% | -0.8% | -0.1% |
| 6M | +22.4% | +9.9% | +12.5% | +19.4% |
| YTD | +64.1% | +26.3% | +37.7% | +57.0% |
| 1Y | +97.0% | +36.1% | +60.8% | +86.0% |
| 3Y | +152.0% | +48.6% | +103.4% | +128.9% |
| All | +152.0% | +48.7% | +103.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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