+233.5%
SPOT vs KEYS
+154.3%
+79.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.3% |
| 7D | -3.1% | +3.5% | -6.6% | -3.5% |
| 30D | +7.4% | -4.5% | +11.9% | +7.8% |
| 3M | +8.2% | -0.4% | +8.6% | +7.4% |
| 6M | +2.2% | +19.1% | -16.9% | -2.7% |
| YTD | -9.5% | +66.7% | -76.1% | -22.2% |
| 1Y | -23.8% | +96.5% | -120.3% | -38.1% |
| 3Y | +233.5% | +155.2% | +78.3% | +142.3% |
| All | +233.5% | +154.3% | +79.1% | +142.3% |
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 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