+59.6%
KEYS vs CAPR
+47.4%
+12.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.3% | -14.6% | -6.4% |
| 7D | -14.8% | +43.2% | -58.0% | -15.1% |
| 30D | -25.6% | +14.7% | -40.2% | -25.7% |
| 3M | -16.2% | +113.9% | -130.1% | -16.9% |
| 6M | -18.6% | -73.4% | +54.7% | -18.3% |
| YTD | +40.7% | -69.1% | +109.8% | +41.2% |
| 1Y | +59.6% | +47.2% | +12.4% | +57.4% |
| All | +59.6% | +47.4% | +12.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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