+59.6%
KEYS vs INDA
-7.3%
+66.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.0% | -7.6% |
| 7D | -14.8% | +6.9% | -21.7% | -17.9% |
| 30D | -25.6% | +7.4% | -33.0% | -28.7% |
| 3M | -16.2% | -1.0% | -15.2% | -15.1% |
| 6M | -18.6% | +2.9% | -21.5% | -19.6% |
| YTD | +40.7% | -7.4% | +48.1% | +45.6% |
| 1Y | +59.6% | -7.4% | +67.0% | +65.0% |
| All | +59.6% | -7.3% | +66.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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