-9.1%
T vs KEYS
+98.0%
-107.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.4% | -1.8% |
| 7D | -1.3% | +2.3% | -3.5% | -1.0% |
| 30D | +11.4% | -2.6% | +14.0% | +11.1% |
| 3M | +14.3% | -4.6% | +18.9% | +14.2% |
| 6M | -9.3% | +8.7% | -18.0% | -8.4% |
| YTD | +7.1% | +61.0% | -53.9% | +10.6% |
| 1Y | -9.1% | +96.0% | -105.1% | -5.7% |
| All | -9.1% | +98.0% | -107.1% | -5.7% |
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