-74.1%
OPEN vs KEYS
+213.2%
-287.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.0% | -5.1% |
| 7D | -10.5% | +0.9% | -11.5% | -11.3% |
| 30D | -21.8% | -5.3% | -16.5% | -18.4% |
| 3M | -37.5% | +0.5% | -38.0% | -40.2% |
| 6M | -44.1% | +14.0% | -58.2% | -54.3% |
| YTD | -52.0% | +60.3% | -112.2% | -74.4% |
| 1Y | -52.2% | +91.3% | -143.5% | -79.2% |
| 3Y | -25.9% | +146.1% | -172.1% | -77.3% |
| 5Y | -85.1% | +80.8% | -165.8% | -93.4% |
| All | -74.1% | +213.2% | -287.3% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling