+59.6%
KEYS vs MOH
+53.5%
+6.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.9% | -15.2% | -5.3% |
| 7D | -14.8% | +14.3% | -29.1% | -13.4% |
| 30D | -25.6% | +16.7% | -42.3% | -24.2% |
| 3M | -16.2% | +18.3% | -34.6% | -14.6% |
| 6M | -18.6% | +15.8% | -34.4% | -17.0% |
| YTD | +40.7% | +30.5% | +10.2% | +42.7% |
| 1Y | +59.6% | +49.3% | +10.3% | +59.1% |
| All | +59.6% | +53.5% | +6.1% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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