-10.8%
MDLN vs KEYS
+58.9%
-69.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +3.7% | +2.3% | +1.5% | +3.7% |
| 30D | -0.2% | -2.6% | +2.4% | -0.2% |
| 3M | +6.2% | -4.6% | +10.8% | +6.2% |
| 6M | -14.7% | +8.7% | -23.4% | -15.4% |
| YTD | -12.9% | +61.0% | -73.9% | -10.4% |
| All | -10.8% | +58.9% | -69.6% | -7.6% |
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 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