+16.9%
TPR vs KEYS
+98.0%
-81.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -2.7% | +2.3% | -4.9% | -3.1% |
| 30D | -23.3% | -2.6% | -20.6% | -23.1% |
| 3M | -12.8% | -4.6% | -8.2% | -12.7% |
| 6M | -21.7% | +8.7% | -30.5% | -24.5% |
| YTD | -3.9% | +61.0% | -64.9% | -17.4% |
| 1Y | +16.9% | +96.0% | -79.1% | -10.8% |
| All | +16.9% | +98.0% | -81.1% | -10.8% |
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