+141.4%
KEYS vs PL
+536.4%
-395.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | +9.4% | +10.0% | -0.7% | +7.8% |
| 30D | -16.8% | -2.3% | -14.5% | -16.5% |
| 3M | -15.9% | -44.2% | +28.3% | -9.2% |
| 6M | -17.6% | -66.1% | +48.5% | -6.4% |
| YTD | +46.5% | -30.0% | +76.5% | +48.8% |
| 1Y | +66.9% | +21.0% | +45.9% | +56.5% |
| 3Y | +141.4% | +516.5% | -375.1% | +60.0% |
| All | +141.4% | +536.4% | -395.0% | +60.0% |
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