-27.2%
KWEB vs KEYS
+98.0%
-125.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | -1.0% | +2.3% | -3.3% | -1.3% |
| 30D | -8.7% | -2.6% | -6.1% | -8.5% |
| 3M | -4.0% | -4.6% | +0.7% | -3.8% |
| 6M | -13.1% | +8.7% | -21.9% | -15.5% |
| YTD | -23.5% | +61.0% | -84.5% | -32.8% |
| 1Y | -27.2% | +96.0% | -123.1% | -39.7% |
| All | -27.2% | +98.0% | -125.1% | -39.7% |
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