+52.0%
V vs KEYS
+144.6%
-92.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -3.0% | +0.9% | -4.0% | -3.1% |
| 30D | +1.2% | -5.3% | +6.5% | +1.7% |
| 3M | +13.9% | +0.5% | +13.4% | +13.1% |
| 6M | +17.2% | +14.0% | +3.2% | +13.4% |
| YTD | +5.3% | +60.3% | -54.9% | -5.2% |
| 1Y | +9.5% | +91.3% | -81.9% | -5.5% |
| All | +52.0% | +144.6% | -92.6% | +18.4% |
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