+3.7%
U vs KEYS
+98.0%
-94.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -3.8% | +2.3% | -6.1% | -4.5% |
| 30D | +17.5% | -2.6% | +20.1% | +18.0% |
| 3M | +38.7% | -4.6% | +43.4% | +38.5% |
| 6M | +104.4% | +8.7% | +95.7% | +87.3% |
| YTD | -5.7% | +61.0% | -66.7% | -38.1% |
| 1Y | +3.7% | +96.0% | -92.3% | -43.1% |
| All | +3.7% | +98.0% | -94.3% | -43.1% |
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