+9.0%
MSFT vs KEYS
+55.9%
-47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.3% | +13.0% | +6.6% |
| 7D | +4.7% | -14.8% | +19.5% | +4.6% |
| 30D | +5.8% | -25.6% | +31.4% | +5.4% |
| 3M | +13.0% | -16.2% | +29.2% | +12.9% |
| 6M | +34.9% | -18.6% | +53.6% | +33.8% |
| YTD | +15.7% | +40.7% | -25.0% | +9.3% |
| 1Y | +9.0% | +59.6% | -50.7% | +1.4% |
| All | +9.0% | +55.9% | -47.0% | +1.4% |
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