+96.0%
KEYS vs TRU
-7.3%
+103.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.4% | +1.0% |
| 7D | +2.3% | -6.8% | +9.0% | +1.8% |
| 30D | -2.6% | 0.0% | -2.7% | -2.6% |
| 3M | -4.6% | +13.3% | -17.9% | -4.4% |
| 6M | +8.7% | +3.4% | +5.3% | +9.8% |
| YTD | +61.0% | -6.4% | +67.4% | +63.8% |
| 1Y | +96.0% | -9.7% | +105.7% | +97.8% |
| All | +96.0% | -7.3% | +103.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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