+59.6%
KEYS vs P
+19.7%
+39.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.0% | -1.3% | -4.9% |
| 7D | -14.8% | -19.4% | +4.6% | -9.8% |
| 30D | -25.6% | -22.3% | -3.3% | -20.6% |
| 3M | -16.2% | +33.2% | -49.4% | -21.9% |
| 6M | -18.6% | +53.6% | -72.3% | -27.0% |
| YTD | +40.7% | +66.8% | -26.1% | +23.7% |
| 1Y | +59.6% | +17.5% | +42.1% | +43.0% |
| All | +59.6% | +19.7% | +39.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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