+141.4%
KEYS vs M
+158.0%
-16.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | +9.4% | +7.0% | +2.4% | +8.0% |
| 30D | -16.8% | +8.9% | -25.7% | -18.3% |
| 3M | -15.9% | +4.5% | -20.4% | -17.0% |
| 6M | -17.6% | +36.2% | -53.8% | -23.5% |
| YTD | +46.5% | +15.1% | +31.4% | +40.0% |
| 1Y | +66.9% | +27.4% | +39.4% | +55.8% |
| 3Y | +141.4% | +160.1% | -18.8% | +94.5% |
| All | +141.4% | +158.0% | -16.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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