+43.2%
KO vs KEYS
+55.9%
-12.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +0.3% |
| 7D | +4.4% | -14.8% | +19.2% | +2.5% |
| 30D | +10.7% | -25.6% | +36.3% | +7.4% |
| 3M | +11.3% | -16.2% | +27.6% | +9.3% |
| 6M | +24.0% | -18.6% | +42.7% | +22.3% |
| YTD | +39.7% | +40.7% | -1.0% | +42.1% |
| 1Y | +43.2% | +59.6% | -16.4% | +46.3% |
| All | +43.2% | +55.9% | -12.7% | +46.3% |
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