+46.1%
KEYS vs PL
+20.8%
+25.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.4% | -6.0% | +2.9% |
| 7D | -11.4% | -6.8% | -4.6% | -10.5% |
| 30D | -28.7% | -29.3% | +0.6% | -25.1% |
| 3M | -19.2% | -44.8% | +25.5% | -12.4% |
| 6M | -25.8% | -68.4% | +42.6% | -14.5% |
| YTD | +33.9% | -36.4% | +70.3% | +37.8% |
| 1Y | +47.1% | +0.7% | +46.3% | +40.8% |
| 3Y | +119.4% | +455.3% | -335.9% | +49.0% |
| All | +46.1% | +20.8% | +25.3% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling