+59.6%
KEYS vs EXEL
+92.4%
-32.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | -14.8% | +9.8% | -24.6% | -15.6% |
| 30D | -25.6% | +23.6% | -49.2% | -27.5% |
| 3M | -16.2% | +29.9% | -46.1% | -19.1% |
| 6M | -18.6% | +64.7% | -83.3% | -27.6% |
| YTD | +40.7% | +66.0% | -25.3% | +24.1% |
| 1Y | +59.6% | +92.0% | -32.3% | +29.5% |
| All | +59.6% | +92.4% | -32.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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