+19.3%
TPR vs KEYS
+55.9%
-36.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.9% | +4.4% |
| 7D | +12.6% | -14.8% | +27.4% | +15.1% |
| 30D | +7.1% | -25.6% | +32.7% | +11.8% |
| 3M | -19.4% | -16.2% | -3.1% | -17.8% |
| 6M | -9.7% | -18.6% | +8.9% | -7.5% |
| YTD | -1.0% | +40.7% | -41.7% | -11.7% |
| 1Y | +19.3% | +59.6% | -40.3% | +2.3% |
| All | +19.3% | +55.9% | -36.6% | +2.3% |
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