+27.4%
O vs KEYS
+154.3%
-126.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.3% |
| 7D | -2.9% | +3.5% | -6.4% | -3.0% |
| 30D | -4.5% | -4.5% | 0.0% | -4.4% |
| 3M | -2.6% | -0.4% | -2.2% | -2.7% |
| 6M | -5.6% | +19.1% | -24.8% | -6.8% |
| YTD | +9.3% | +66.7% | -57.4% | +5.4% |
| 1Y | +4.3% | +96.5% | -92.2% | -0.8% |
| 3Y | +27.4% | +155.2% | -127.7% | +6.8% |
| All | +27.4% | +154.3% | -126.9% | +6.8% |
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