+95.7%
KEYS vs COMP
+13.3%
+82.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | -1.3% | -13.9% | +12.6% | +0.4% |
| 3M | -0.1% | +30.7% | -30.8% | -4.9% |
| 6M | +17.4% | +18.7% | -1.3% | +12.0% |
| YTD | +62.9% | +1.0% | +61.9% | +57.2% |
| 1Y | +95.7% | +15.1% | +80.7% | +84.3% |
| All | +95.7% | +13.3% | +82.5% | +84.3% |
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