+58.8%
KEYS vs PL
+7.9%
+51.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -4.5% | +5.6% | -10.1% | -5.5% |
| 30D | -23.9% | -16.9% | -6.9% | -22.0% |
| 3M | -13.1% | -38.2% | +25.1% | -7.6% |
| 6M | -19.1% | -63.4% | +44.3% | -9.7% |
| YTD | +43.4% | -27.6% | +71.1% | +48.8% |
| 1Y | +58.8% | +6.6% | +52.3% | +61.3% |
| All | +58.8% | +7.9% | +51.0% | +61.3% |
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