+40.2%
KEYS vs IDXX
-7.4%
+47.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.0% | -4.8% | -8.8% |
| 7D | -21.0% | +16.4% | -37.4% | -20.7% |
| 30D | -32.8% | +30.1% | -63.0% | -33.3% |
| 3M | -22.4% | +14.7% | -37.1% | -21.4% |
| 6M | -26.8% | +19.1% | -45.9% | -26.6% |
| YTD | +28.3% | -0.9% | +29.1% | +41.4% |
| 1Y | +40.2% | -6.9% | +47.1% | +59.6% |
| All | +40.2% | -7.4% | +47.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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