-0.3%
MSFT vs KEYS
+97.6%
-97.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | +0.7% |
| 7D | -0.8% | +3.5% | -4.3% | -0.7% |
| 30D | +0.8% | -4.5% | +5.3% | +0.7% |
| 3M | +27.2% | -0.4% | +27.6% | +26.2% |
| 6M | +22.9% | +19.1% | +3.8% | +20.2% |
| YTD | +3.1% | +66.7% | -63.5% | -1.6% |
| 1Y | -0.3% | +96.5% | -96.7% | -5.9% |
| All | -0.3% | +97.6% | -97.9% | -5.9% |
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