-6.4%
T vs KEYS
+55.9%
-62.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +1.1% |
| 7D | +5.5% | -14.8% | +20.3% | +3.1% |
| 30D | -8.9% | -25.6% | +16.7% | -12.3% |
| 3M | -5.6% | -16.2% | +10.7% | -7.6% |
| 6M | -14.3% | -18.6% | +4.4% | -16.0% |
| YTD | -7.9% | +40.7% | -48.6% | -6.6% |
| 1Y | -6.4% | +59.6% | -66.0% | -5.2% |
| All | -6.4% | +55.9% | -62.3% | -5.2% |
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 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