+327.1%
NET vs KEYS
+143.3%
+183.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | -7.0% | +2.3% | -9.2% | -7.9% |
| 30D | -4.8% | -2.6% | -2.2% | -3.8% |
| 3M | +3.8% | -4.6% | +8.5% | +4.6% |
| 6M | +50.0% | +8.7% | +41.3% | +37.9% |
| YTD | +41.5% | +61.0% | -19.6% | -1.4% |
| 1Y | +32.8% | +96.0% | -63.2% | -19.8% |
| All | +327.1% | +143.3% | +183.8% | +90.3% |
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