+66.9%
KEYS vs P
+23.6%
+43.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.6% |
| 7D | +9.4% | +11.6% | -2.2% | +6.0% |
| 30D | -16.8% | -23.7% | +6.9% | -10.8% |
| 3M | -15.9% | -8.0% | -7.9% | -14.2% |
| 6M | -17.6% | +27.9% | -45.5% | -23.3% |
| YTD | +46.5% | +61.2% | -14.7% | +30.8% |
| 1Y | +66.9% | +28.6% | +38.3% | +49.8% |
| All | +66.9% | +23.6% | +43.3% | +49.8% |
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