+35.0%
KNX vs KEYS
+45.0%
-10.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.8% | +4.2% | -2.7% |
| 7D | -2.7% | -21.0% | +18.2% | +2.1% |
| 30D | -8.0% | -32.8% | +24.9% | 0.0% |
| 3M | -15.8% | -22.4% | +6.7% | -11.6% |
| 6M | -3.0% | -26.8% | +23.8% | +2.9% |
| YTD | +14.7% | +28.3% | -13.5% | +4.3% |
| 1Y | +35.0% | +40.2% | -5.2% | +19.2% |
| All | +35.0% | +45.0% | -10.0% | +19.2% |
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