+152.0%
KEYS vs CAPR
+42.0%
+110.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.0% |
| 7D | +4.4% | -9.5% | +13.9% | +4.6% |
| 30D | -2.2% | +121.5% | -123.7% | -3.7% |
| 3M | +0.5% | -65.4% | +65.9% | +1.2% |
| 6M | +22.4% | -67.5% | +89.9% | +23.3% |
| YTD | +64.1% | -68.6% | +132.7% | +65.2% |
| 1Y | +97.0% | +42.7% | +54.3% | +86.7% |
| 3Y | +152.0% | +43.4% | +108.7% | +110.2% |
| All | +152.0% | +42.0% | +110.0% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling