-16.6%
KEYS vs PL
-62.9%
+46.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.7% |
| 7D | +6.9% | +13.4% | -6.4% | +2.7% |
| 30D | -19.1% | -10.2% | -8.9% | -17.5% |
| 3M | -11.1% | -39.5% | +28.4% | -0.9% |
| 6M | -16.6% | -65.7% | +49.2% | -0.4% |
| All | -16.6% | -62.9% | +46.3% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling