+145.4%
KEYS vs EXEL
+160.7%
-15.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | +0.9% | -2.9% | +3.8% | +1.3% |
| 30D | -5.3% | +11.9% | -17.1% | -6.6% |
| 3M | +0.5% | +9.2% | -8.7% | -0.9% |
| 6M | +14.0% | +39.1% | -25.0% | +8.5% |
| YTD | +60.3% | +31.0% | +29.2% | +53.6% |
| 1Y | +91.3% | +52.3% | +39.0% | +80.1% |
| All | +145.4% | +160.7% | -15.3% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling