+66.1%
KEYS vs CP
+32.1%
+34.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | -19.1% | +9.6% | -28.7% | -21.7% |
| 3M | -11.1% | +2.2% | -13.3% | -11.5% |
| 6M | -16.6% | +11.1% | -27.7% | -21.5% |
| YTD | +50.4% | +28.2% | +22.2% | +35.6% |
| All | +66.1% | +32.1% | +34.0% | +46.7% |
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