+3.2%
AA vs KEYS
+87.1%
-83.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.4% |
| 7D | -3.4% | +3.5% | -6.9% | -5.4% |
| 30D | -5.8% | -4.5% | -1.3% | -3.5% |
| 3M | -29.9% | -0.4% | -29.5% | -31.0% |
| 6M | -27.0% | +19.1% | -46.1% | -36.1% |
| YTD | -8.7% | +66.7% | -75.4% | -37.4% |
| 1Y | +50.6% | +96.5% | -45.8% | -8.3% |
| 3Y | +74.1% | +155.2% | -81.1% | -12.4% |
| All | +3.2% | +87.1% | -83.9% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling