+146.1%
KEYS vs CART
+21.6%
+124.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +2.3% | +1.0% | +1.2% | +2.1% |
| 30D | -2.6% | +12.6% | -15.2% | -4.2% |
| 3M | -4.6% | +23.1% | -27.8% | -7.4% |
| 6M | +8.7% | +39.5% | -30.8% | +2.9% |
| YTD | +61.0% | +13.5% | +47.5% | +57.4% |
| 1Y | +96.0% | +14.9% | +81.1% | +90.3% |
| All | +146.1% | +21.6% | +124.5% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling