+143.2%
KEYS vs PL
+454.1%
-311.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +2.3% | -9.3% | +11.6% | +3.5% |
| 30D | -2.6% | -18.9% | +16.3% | +0.1% |
| 3M | -4.6% | -58.4% | +53.7% | +5.8% |
| 6M | +8.7% | -30.3% | +39.0% | +11.2% |
| YTD | +61.0% | -8.1% | +69.2% | +57.9% |
| 1Y | +96.0% | +180.5% | -84.5% | +61.6% |
| All | +143.2% | +454.1% | -311.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling