+91.3%
KEYS vs P
+17.1%
+74.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.9% |
| 7D | +0.9% | -4.1% | +5.1% | +2.0% |
| 30D | -5.3% | -14.0% | +8.7% | -2.0% |
| 3M | +0.5% | +41.4% | -40.9% | -7.9% |
| 6M | +14.0% | +54.2% | -40.1% | +2.1% |
| YTD | +60.3% | +40.4% | +19.8% | +44.8% |
| 1Y | +91.3% | +16.0% | +75.4% | +70.1% |
| All | +91.3% | +17.1% | +74.2% | +70.1% |
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