+137.0%
KEYS vs CART
+112.9%
+24.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | -3.3% | +1.5% | -4.8% | -3.5% |
| 30D | -24.5% | +22.4% | -46.9% | -26.2% |
| 3M | -15.3% | +16.5% | -31.8% | -16.8% |
| 6M | -19.8% | +44.9% | -64.7% | -24.0% |
| YTD | +42.2% | +30.0% | +12.2% | +36.7% |
| 1Y | +59.8% | +59.1% | +0.7% | +47.4% |
| 3Y | +137.0% | +138.8% | -1.8% | +99.1% |
| All | +137.0% | +112.9% | +24.1% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling