+46.1%
KEYS vs COMP
-17.6%
+63.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.7% | -6.3% | +3.0% |
| 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% | -17.4% |
| 6M | -25.8% | +10.5% | -36.3% | -27.9% |
| YTD | +33.9% | -3.4% | +37.3% | +31.0% |
| 1Y | +47.1% | +19.7% | +27.4% | +39.4% |
| 3Y | +119.4% | +381.6% | -262.2% | +63.9% |
| All | +46.1% | -17.6% | +63.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling