+148.6%
TE vs KEYS
+98.0%
+50.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | 0.0% |
| 7D | -4.0% | +2.3% | -6.2% | -5.9% |
| 30D | -15.9% | -2.6% | -13.3% | -14.2% |
| 3M | -60.5% | -4.6% | -55.9% | -58.1% |
| 6M | -35.2% | +8.7% | -43.9% | -36.7% |
| YTD | -31.1% | +61.0% | -92.2% | -46.4% |
| 1Y | +148.6% | +96.0% | +52.7% | +105.0% |
| All | +148.6% | +98.0% | +50.7% | +105.0% |
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