+59.6%
KEYS vs CP
+35.2%
+24.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -7.1% |
| 7D | -14.8% | +5.6% | -20.4% | -16.0% |
| 30D | -25.6% | +10.0% | -35.6% | -27.8% |
| 3M | -16.2% | +4.4% | -20.6% | -17.2% |
| 6M | -18.6% | +14.1% | -32.7% | -24.1% |
| YTD | +40.7% | +29.1% | +11.6% | +28.2% |
| 1Y | +59.6% | +34.6% | +25.1% | +40.5% |
| All | +59.6% | +35.2% | +24.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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