+65.3%
KEYS vs PL
+10.1%
+55.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +16.7% | +22.3% | -5.5% | +12.6% |
| 30D | -17.8% | -8.3% | -9.5% | -16.9% |
| 3M | -14.2% | -43.3% | +29.1% | -7.6% |
| 6M | -15.9% | -65.8% | +50.0% | -5.3% |
| YTD | +49.7% | -29.5% | +79.2% | +56.2% |
| 1Y | +65.3% | +11.7% | +53.6% | +67.1% |
| All | +65.3% | +10.1% | +55.2% | +67.1% |
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