+59.6%
KEYS vs DD
+49.3%
+10.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.5% | -5.3% |
| 7D | -14.8% | +8.7% | -23.5% | -18.9% |
| 30D | -25.6% | +15.3% | -40.9% | -31.7% |
| 3M | -16.2% | +5.9% | -22.2% | -19.1% |
| 6M | -18.6% | +11.6% | -30.2% | -24.0% |
| YTD | +40.7% | +26.5% | +14.1% | +24.1% |
| 1Y | +59.6% | +35.4% | +24.2% | +35.5% |
| All | +59.6% | +49.3% | +10.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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