+15.7%
RF vs KEYS
+98.0%
-82.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +1.3% | +2.3% | -0.9% | +1.0% |
| 30D | -3.6% | -2.6% | -1.0% | -3.3% |
| 3M | +8.1% | -4.6% | +12.7% | +8.3% |
| 6M | +11.5% | +8.7% | +2.7% | +8.6% |
| YTD | +15.6% | +61.0% | -45.5% | +1.2% |
| 1Y | +15.7% | +96.0% | -80.3% | -7.8% |
| All | +15.7% | +98.0% | -82.3% | -7.8% |
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 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