+119.4%
KEYS vs COMP
+353.8%
-234.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.7% | -6.3% | +2.9% |
| 7D | -11.4% | +13.4% | -24.9% | -13.0% |
| 30D | -28.7% | +11.1% | -39.8% | -29.9% |
| 3M | -19.2% | -18.8% | -0.4% | -17.3% |
| 6M | -25.8% | +10.5% | -36.3% | -28.0% |
| YTD | +33.9% | -3.4% | +37.3% | +30.6% |
| 1Y | +47.1% | +19.7% | +27.4% | +38.7% |
| 3Y | +119.4% | +381.6% | -262.2% | +56.5% |
| All | +119.4% | +353.8% | -234.4% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling