+96.0%
KEYS vs MOH
+18.1%
+77.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | -2.6% | +2.9% | -5.5% | -2.4% |
| 3M | -4.6% | +4.1% | -8.8% | -4.3% |
| 6M | +8.7% | +33.8% | -25.1% | +10.5% |
| YTD | +61.0% | +15.7% | +45.3% | +62.3% |
| 1Y | +96.0% | +17.5% | +78.4% | +96.6% |
| All | +96.0% | +18.1% | +77.9% | +96.6% |
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