-3.9%
MSCI vs KEYS
+97.6%
-101.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.5% |
| 7D | -3.2% | +3.5% | -6.7% | -3.0% |
| 30D | -1.1% | -4.5% | +3.3% | -1.3% |
| 3M | -6.3% | -0.4% | -5.9% | -6.2% |
| 6M | +2.1% | +19.1% | -17.0% | +0.2% |
| YTD | -2.3% | +66.7% | -68.9% | -8.6% |
| 1Y | -3.9% | +96.5% | -100.4% | -14.4% |
| All | -3.9% | +97.6% | -101.5% | -14.4% |
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