+96.5%
KEYS vs INDA
-8.4%
+104.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.4% |
| 7D | +3.5% | -2.7% | +6.2% | +5.2% |
| 30D | -4.5% | -2.8% | -1.7% | -2.9% |
| 3M | -0.4% | +1.6% | -2.0% | -1.2% |
| 6M | +19.1% | -1.4% | +20.6% | +18.5% |
| YTD | +66.7% | -10.1% | +76.8% | +68.9% |
| 1Y | +96.5% | -8.8% | +105.2% | +96.9% |
| All | +96.5% | -8.4% | +104.9% | +96.9% |
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