-22.2%
ON vs KEYS
+154.3%
-176.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.0% | +4.5% | +5.0% |
| 7D | +2.4% | +3.5% | -1.1% | -0.6% |
| 30D | -8.6% | -4.5% | -4.1% | -5.0% |
| 3M | -34.3% | -0.4% | -33.9% | -32.6% |
| 6M | +28.5% | +19.1% | +9.4% | +16.2% |
| YTD | +40.6% | +66.7% | -26.1% | -7.6% |
| 1Y | +55.3% | +96.5% | -41.1% | -13.1% |
| 3Y | -22.2% | +155.2% | -177.3% | -66.2% |
| All | -22.2% | +154.3% | -176.5% | -66.2% |
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