+96.0%
KEYS vs COMP
+22.2%
+73.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | -2.6% | -13.3% | +10.7% | -1.0% |
| 3M | -4.6% | +41.1% | -45.8% | -10.1% |
| 6M | +8.7% | +17.2% | -8.4% | +4.1% |
| YTD | +61.0% | +5.2% | +55.8% | +54.6% |
| 1Y | +96.0% | +18.9% | +77.1% | +84.2% |
| All | +96.0% | +22.2% | +73.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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