+47.6%
ON vs KEYS
+55.9%
-8.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | +2.9% |
| 7D | -5.8% | -14.8% | +9.0% | +6.1% |
| 30D | -17.1% | -25.6% | +8.5% | +3.3% |
| 3M | -11.8% | -16.2% | +4.4% | +0.3% |
| 6M | -30.2% | -18.6% | -11.5% | -16.8% |
| YTD | +31.6% | +40.7% | -9.1% | +23.5% |
| 1Y | +47.6% | +59.6% | -12.1% | +28.1% |
| All | +47.6% | +55.9% | -8.4% | +28.1% |
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 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