+59.6%
KEYS vs PL
-0.6%
+60.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | +0.1% | -5.3% |
| 7D | -14.8% | -11.7% | -3.1% | -13.0% |
| 30D | -25.6% | -27.1% | +1.5% | -22.0% |
| 3M | -16.2% | -44.6% | +28.4% | -9.0% |
| 6M | -18.6% | -67.2% | +48.5% | -7.2% |
| YTD | +40.7% | -35.9% | +76.5% | +49.0% |
| 1Y | +59.6% | -0.4% | +60.0% | +62.2% |
| All | +59.6% | -0.6% | +60.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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