+59.6%
KEYS vs CF
+35.9%
+23.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -6.9% |
| 7D | -14.8% | -6.9% | -7.9% | -15.6% |
| 30D | -25.6% | -3.7% | -21.8% | -25.9% |
| 3M | -16.2% | -5.0% | -11.3% | -16.6% |
| 6M | -18.6% | -10.5% | -8.2% | -19.5% |
| YTD | +40.7% | +46.5% | -5.8% | +37.7% |
| 1Y | +59.6% | +34.8% | +24.8% | +60.3% |
| All | +59.6% | +35.9% | +23.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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