+155.2%
KEYS vs SPXS
-79.6%
+234.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +2.8% |
| 7D | +3.5% | +2.5% | +1.0% | +4.8% |
| 30D | -4.5% | +4.2% | -8.7% | -2.3% |
| 3M | -0.4% | -9.3% | +8.9% | -3.6% |
| 6M | +19.1% | -30.7% | +49.8% | +3.3% |
| YTD | +66.7% | -28.1% | +94.7% | +48.6% |
| 1Y | +96.5% | -35.1% | +131.5% | +69.7% |
| 3Y | +155.2% | -79.6% | +234.7% | +54.5% |
| All | +155.2% | -79.6% | +234.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling