+67.5%
KEYS vs COMP
+16.3%
+51.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.5% |
| 7D | +6.9% | +2.2% | +4.7% | +6.5% |
| 30D | -19.1% | +16.3% | -35.4% | -20.7% |
| 3M | -11.1% | -19.1% | +8.1% | -8.7% |
| 6M | -16.6% | +17.1% | -33.7% | -19.9% |
| YTD | +50.4% | -2.9% | +53.4% | +46.1% |
| 1Y | +67.5% | +8.8% | +58.7% | +61.3% |
| All | +67.5% | +16.3% | +51.2% | +61.3% |
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