+65.9%
KNX vs KEYS
+98.0%
-32.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.4% |
| 7D | +7.4% | +2.3% | +5.1% | +6.8% |
| 30D | +2.0% | -2.6% | +4.6% | +2.6% |
| 3M | -7.9% | -4.6% | -3.2% | -7.1% |
| 6M | +14.4% | +8.7% | +5.6% | +11.1% |
| YTD | +38.9% | +61.0% | -22.1% | +23.2% |
| 1Y | +65.9% | +96.0% | -30.1% | +40.1% |
| All | +65.9% | +98.0% | -32.1% | +40.1% |
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