-9.9%
LOW vs KEYS
+154.3%
-164.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.7% |
| 7D | -3.7% | +3.5% | -7.2% | -4.5% |
| 30D | -8.9% | -4.5% | -4.4% | -8.1% |
| 3M | -10.4% | -0.4% | -10.0% | -11.1% |
| 6M | -19.4% | +19.1% | -38.5% | -24.1% |
| YTD | -17.1% | +66.7% | -83.8% | -30.1% |
| 1Y | -26.3% | +96.5% | -122.7% | -41.5% |
| 3Y | -9.9% | +155.2% | -165.0% | -40.6% |
| All | -9.9% | +154.3% | -164.2% | -40.6% |
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