+155.2%
KEYS vs INDA
+7.9%
+147.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | +3.5% | -2.7% | +6.2% | +5.6% |
| 30D | -4.5% | -2.8% | -1.7% | -2.5% |
| 3M | -0.4% | +1.6% | -2.0% | -1.6% |
| 6M | +19.1% | -1.4% | +20.6% | +20.0% |
| YTD | +66.7% | -10.1% | +76.8% | +79.5% |
| 1Y | +96.5% | -8.8% | +105.2% | +108.5% |
| 3Y | +155.2% | +7.6% | +147.5% | +125.9% |
| All | +155.2% | +7.9% | +147.3% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling