+289.9%
TPR vs KEYS
+144.6%
+145.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | -5.1% | +0.9% | -6.1% | -5.5% |
| 30D | -27.6% | -5.3% | -22.3% | -26.4% |
| 3M | -17.5% | +0.5% | -18.0% | -19.3% |
| 6M | -21.3% | +14.0% | -35.4% | -27.3% |
| YTD | -8.5% | +60.3% | -68.7% | -29.2% |
| 1Y | +11.5% | +91.3% | -79.9% | -22.1% |
| All | +289.9% | +144.6% | +145.3% | +123.9% |
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 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