-37.8%
U vs KEYS
+236.8%
-274.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +4.4% | +2.9% | +1.4% | +1.8% |
| 30D | -1.3% | -1.3% | 0.0% | -1.3% |
| 3M | +49.6% | -0.1% | +49.7% | +43.1% |
| 6M | +100.2% | +17.4% | +82.8% | +57.9% |
| YTD | -3.7% | +62.9% | -66.6% | -48.6% |
| 1Y | -6.5% | +95.7% | -102.3% | -59.4% |
| 3Y | +12.9% | +150.2% | -137.3% | -64.7% |
| 5Y | -68.3% | +83.1% | -151.4% | -85.8% |
| All | -37.8% | +236.8% | -274.6% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling