+96.5%
KEYS vs MTB
+24.6%
+71.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -4.5% | -4.8% | +0.3% | -2.4% |
| 3M | -0.4% | +6.0% | -6.4% | -3.3% |
| 6M | +19.1% | +19.6% | -0.5% | +8.8% |
| YTD | +66.7% | +21.5% | +45.2% | +45.8% |
| 1Y | +96.5% | +24.7% | +71.8% | +63.6% |
| All | +96.5% | +24.6% | +71.9% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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