+145.4%
KEYS vs USFR
+14.1%
+131.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +0.9% | +0.1% | +0.9% | +1.4% |
| 30D | -5.3% | +0.3% | -5.6% | -3.5% |
| 3M | +0.5% | +1.0% | -0.4% | +5.8% |
| 6M | +14.0% | +1.9% | +12.1% | +24.7% |
| YTD | +60.3% | +2.7% | +57.6% | +77.7% |
| 1Y | +91.3% | +4.0% | +87.3% | +115.1% |
| All | +145.4% | +14.1% | +131.3% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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