+57.4%
MAR vs KEYS
+55.9%
+1.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.3% | +8.3% | +2.3% |
| 7D | +7.7% | -14.8% | +22.5% | +8.5% |
| 30D | +19.4% | -25.6% | +45.0% | +21.1% |
| 3M | +23.3% | -16.2% | +39.6% | +24.1% |
| 6M | +22.8% | -18.6% | +41.5% | +23.8% |
| YTD | +37.8% | +40.7% | -2.9% | +27.6% |
| 1Y | +57.4% | +59.6% | -2.2% | +40.4% |
| All | +57.4% | +55.9% | +1.4% | +40.4% |
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