+59.6%
KEYS vs IT
-17.9%
+77.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -6.0% |
| 7D | -14.8% | -5.5% | -9.3% | -15.5% |
| 30D | -25.6% | +10.3% | -35.9% | -23.9% |
| 3M | -16.2% | +11.5% | -27.7% | -13.7% |
| 6M | -18.6% | +40.3% | -58.9% | -11.8% |
| YTD | +40.7% | -17.9% | +58.6% | +55.3% |
| 1Y | +59.6% | -8.8% | +68.4% | +69.2% |
| All | +59.6% | -17.9% | +77.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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