-25.8%
KEYS vs PL
-66.1%
+40.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.4% | -6.0% | +1.4% |
| 7D | -11.4% | -6.8% | -4.6% | -9.7% |
| 30D | -28.7% | -29.3% | +0.6% | -22.3% |
| 3M | -19.2% | -44.8% | +25.5% | -7.2% |
| 6M | -25.8% | -68.4% | +42.6% | -8.4% |
| All | -25.8% | -66.1% | +40.3% | -8.4% |
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