-0.3%
SPOT vs KEYS
+55.9%
-56.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.3% | +10.9% | +3.2% |
| 7D | +16.6% | -14.8% | +31.4% | +13.0% |
| 30D | +29.9% | -25.6% | +55.5% | +23.9% |
| 3M | +31.3% | -16.2% | +47.5% | +27.5% |
| 6M | +43.2% | -18.6% | +61.9% | +39.5% |
| YTD | +8.1% | +40.7% | -32.6% | +0.7% |
| 1Y | -0.3% | +59.6% | -59.9% | -8.0% |
| All | -0.3% | +55.9% | -56.2% | -8.0% |
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