+19.0%
MSCI vs KEYS
+55.9%
-36.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.3% | +11.7% | +4.7% |
| 7D | +11.5% | -14.8% | +26.3% | +9.9% |
| 30D | +22.1% | -25.6% | +47.7% | +19.2% |
| 3M | +18.4% | -16.2% | +34.6% | +16.7% |
| 6M | +16.6% | -18.6% | +35.3% | +15.5% |
| YTD | +18.8% | +40.7% | -21.8% | +12.7% |
| 1Y | +19.0% | +59.6% | -40.6% | +12.0% |
| All | +19.0% | +55.9% | -36.9% | +12.0% |
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