-1.4%
LOW vs KEYS
+55.9%
-57.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.3% | +13.8% | +7.4% |
| 7D | +15.6% | -14.8% | +30.4% | +15.7% |
| 30D | +28.6% | -25.6% | +54.2% | +29.5% |
| 3M | +5.8% | -16.2% | +22.1% | +5.6% |
| 6M | +3.8% | -18.6% | +22.5% | +3.9% |
| YTD | -2.8% | +40.7% | -43.5% | -10.9% |
| 1Y | -1.4% | +59.6% | -61.0% | -12.4% |
| All | -1.4% | +55.9% | -57.3% | -12.4% |
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