+97.0%
KEYS vs CART
+5.2%
+91.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +1.6% |
| 7D | +4.4% | -4.1% | +8.5% | +4.2% |
| 30D | -2.2% | -4.3% | +2.1% | -2.4% |
| 3M | +0.5% | +13.1% | -12.6% | +0.7% |
| 6M | +22.4% | +26.0% | -3.6% | +22.0% |
| YTD | +64.1% | +6.7% | +57.4% | +66.2% |
| 1Y | +97.0% | +6.3% | +90.7% | +97.1% |
| All | +97.0% | +5.2% | +91.7% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CART 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling