+19.1%
KEYS vs POET
+14.2%
+4.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +3.5% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -4.5% | -10.4% | +5.9% | -3.6% |
| 3M | -0.4% | -29.3% | +28.9% | +1.5% |
| 6M | +19.1% | +6.9% | +12.3% | +14.5% |
| All | +19.1% | +14.2% | +4.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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