+15.2%
RF vs KEYS
+92.7%
-77.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | -4.3% | -5.3% | +1.0% | -3.7% |
| 3M | +5.9% | +0.5% | +5.3% | +5.1% |
| 6M | +14.1% | +14.0% | +0.1% | +10.4% |
| YTD | +13.8% | +60.3% | -46.5% | -0.3% |
| 1Y | +15.2% | +91.3% | -76.1% | -7.3% |
| All | +15.2% | +92.7% | -77.5% | -7.3% |
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