+7.4%
MSCI vs KEYS
+148.6%
-141.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | -1.2% | -1.3% | +0.1% | -1.2% |
| 3M | -8.4% | -0.1% | -8.3% | -9.1% |
| 6M | -1.0% | +17.4% | -18.4% | -5.9% |
| YTD | -2.3% | +62.9% | -65.2% | -15.2% |
| 1Y | -1.2% | +95.7% | -96.9% | -19.0% |
| All | +7.4% | +148.6% | -141.2% | -21.8% |
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