-16.0%
TEAM vs KEYS
+154.3%
-170.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.0% |
| 7D | -5.2% | +3.5% | -8.7% | -6.1% |
| 30D | +15.8% | -4.5% | +20.2% | +16.8% |
| 3M | +101.5% | -0.4% | +101.9% | +98.1% |
| 6M | +138.2% | +19.1% | +119.0% | +111.4% |
| YTD | +10.8% | +66.7% | -55.8% | -21.9% |
| 1Y | +1.7% | +96.5% | -94.8% | -36.4% |
| 3Y | -16.0% | +155.2% | -171.2% | -59.1% |
| All | -16.0% | +154.3% | -170.4% | -59.1% |
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