+96.0%
KEYS vs KIM
+9.1%
+86.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.3% |
| 7D | +2.3% | -0.8% | +3.0% | +2.2% |
| 30D | -2.6% | -5.1% | +2.5% | -3.1% |
| 3M | -4.6% | -0.6% | -4.0% | -6.0% |
| 6M | +8.7% | +2.4% | +6.3% | +6.4% |
| YTD | +61.0% | +19.0% | +42.0% | +56.6% |
| 1Y | +96.0% | +8.4% | +87.6% | +95.7% |
| All | +96.0% | +9.1% | +86.9% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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