+85.6%
NDAQ vs KEYS
+154.3%
-68.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.5% | -1.1% |
| 7D | -5.6% | +3.5% | -9.0% | -6.0% |
| 30D | -4.4% | -4.5% | +0.1% | -3.8% |
| 3M | +5.9% | -0.4% | +6.3% | +5.3% |
| 6M | +7.7% | +19.1% | -11.4% | +2.5% |
| YTD | -5.2% | +66.7% | -71.8% | -17.8% |
| 1Y | -3.4% | +96.5% | -99.8% | -20.4% |
| 3Y | +85.6% | +155.2% | -69.5% | +36.1% |
| All | +85.6% | +154.3% | -68.7% | +36.1% |
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