+43.2%
TER vs KEYS
+55.9%
-12.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.3% | -0.5% | +0.4% |
| 7D | -19.9% | -14.8% | -5.1% | -3.7% |
| 30D | -43.5% | -25.6% | -17.9% | -20.7% |
| 3M | -37.8% | -16.2% | -21.6% | -22.6% |
| 6M | -25.6% | -18.6% | -6.9% | -1.8% |
| YTD | +29.8% | +40.7% | -10.9% | +13.9% |
| 1Y | +43.2% | +59.6% | -16.4% | +14.7% |
| All | +43.2% | +55.9% | -12.8% | +14.7% |
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