+17.4%
KEYS vs SOLS
-9.9%
+27.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.1% |
| 7D | +2.9% | +3.7% | -0.8% | +1.4% |
| 30D | -1.3% | +5.0% | -6.3% | -3.2% |
| 3M | -0.1% | -21.1% | +21.0% | +9.4% |
| 6M | +17.4% | -14.2% | +31.5% | +22.7% |
| All | +17.4% | -9.9% | +27.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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