-17.6%
KEYS vs S
+41.8%
-59.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +9.4% | +2.0% | +7.4% | +9.2% |
| 30D | -16.8% | -2.7% | -14.0% | -16.3% |
| 3M | -15.9% | -6.9% | -9.0% | -14.2% |
| 6M | -17.6% | +38.1% | -55.6% | -10.2% |
| All | -17.6% | +41.8% | -59.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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