+96.0%
KEYS vs ROP
-21.5%
+117.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +0.3% |
| 7D | +2.3% | -4.4% | +6.7% | +0.9% |
| 30D | -2.6% | +3.2% | -5.9% | -1.5% |
| 3M | -4.6% | +23.1% | -27.7% | +0.4% |
| 6M | +8.7% | +13.3% | -4.6% | +14.9% |
| YTD | +61.0% | -7.9% | +68.9% | +73.4% |
| 1Y | +96.0% | -22.1% | +118.0% | +117.2% |
| All | +96.0% | -21.5% | +117.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling