+13.6%
KMB vs KEYS
+55.9%
-42.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.3% | +10.5% | +3.5% |
| 7D | +0.4% | -14.8% | +15.2% | -1.2% |
| 30D | +14.0% | -25.6% | +39.6% | +11.3% |
| 3M | -1.3% | -16.2% | +14.9% | -2.8% |
| 6M | +16.7% | -18.6% | +35.3% | +15.1% |
| YTD | +12.0% | +40.7% | -28.7% | +12.3% |
| 1Y | +13.6% | +59.6% | -46.0% | +15.0% |
| All | +13.6% | +55.9% | -42.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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