+199.8%
TER vs KEYS
+98.0%
+101.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +3.9% |
| 7D | +0.6% | +2.3% | -1.7% | -1.8% |
| 30D | -8.3% | -2.6% | -5.7% | -5.1% |
| 3M | -12.2% | -4.6% | -7.6% | -4.4% |
| 6M | +17.0% | +8.7% | +8.3% | +16.6% |
| YTD | +84.6% | +61.0% | +23.6% | +33.6% |
| 1Y | +199.8% | +96.0% | +103.8% | +83.9% |
| All | +199.8% | +98.0% | +101.8% | +83.9% |
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