+59.6%
KEYS vs MKTX
+5.4%
+54.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -14.8% | +0.5% | -15.3% | -14.8% |
| 30D | -25.6% | +1.0% | -26.5% | -25.6% |
| 3M | -16.2% | +2.5% | -18.7% | -16.3% |
| 6M | -18.6% | +8.0% | -26.7% | -17.5% |
| YTD | +40.7% | -7.3% | +48.0% | +45.8% |
| 1Y | +59.6% | +4.7% | +55.0% | +62.1% |
| All | +59.6% | +5.4% | +54.2% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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