+24.3%
W vs KEYS
+55.9%
-31.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.3% | +17.3% | +12.3% |
| 7D | +8.4% | -14.8% | +23.2% | +12.1% |
| 30D | +16.5% | -25.6% | +42.1% | +24.4% |
| 3M | +6.4% | -16.2% | +22.7% | +9.5% |
| 6M | +90.5% | -18.6% | +109.2% | +95.6% |
| YTD | +23.1% | +40.7% | -17.6% | +3.4% |
| 1Y | +24.3% | +59.6% | -35.3% | +0.4% |
| All | +24.3% | +55.9% | -31.7% | +0.4% |
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 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