+42.8%
SO vs KEYS
+144.6%
-101.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.1% | +0.9% | -2.1% | -1.1% |
| 30D | -3.7% | -5.3% | +1.5% | -3.9% |
| 3M | -5.9% | +0.5% | -6.4% | -5.8% |
| 6M | -7.3% | +14.0% | -21.4% | -7.0% |
| YTD | +3.1% | +60.3% | -57.2% | +4.4% |
| 1Y | -1.0% | +91.3% | -92.3% | +0.7% |
| All | +42.8% | +144.6% | -101.8% | +38.2% |
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