-1.9%
KWEB vs KEYS
+154.3%
-156.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.3% |
| 7D | -5.6% | +3.5% | -9.1% | -6.4% |
| 30D | -10.7% | -4.5% | -6.2% | -9.8% |
| 3M | -7.4% | -0.4% | -7.0% | -8.2% |
| 6M | -19.3% | +19.1% | -38.4% | -24.3% |
| YTD | -27.8% | +66.7% | -94.4% | -39.8% |
| 1Y | -35.9% | +96.5% | -132.4% | -49.8% |
| 3Y | -1.9% | +155.2% | -157.1% | -33.2% |
| All | -1.9% | +154.3% | -156.3% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling