+96.0%
KEYS vs MDY
+17.9%
+78.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | +2.3% | +0.1% | +2.1% | +2.0% |
| 30D | -2.6% | -1.5% | -1.1% | +0.1% |
| 3M | -4.6% | +0.8% | -5.4% | -5.0% |
| 6M | +8.7% | +7.4% | +1.3% | -1.8% |
| YTD | +61.0% | +15.2% | +45.8% | +32.1% |
| 1Y | +96.0% | +16.5% | +79.5% | +58.0% |
| All | +96.0% | +17.9% | +78.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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