+45.3%
AA vs KEYS
+1,086.4%
-1,041.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.5% |
| 7D | -0.6% | +2.9% | -3.6% | -2.3% |
| 30D | -1.6% | -1.3% | -0.2% | -1.2% |
| 3M | -29.8% | -0.1% | -29.7% | -30.8% |
| 6M | -16.6% | +17.4% | -34.0% | -25.8% |
| YTD | -4.0% | +62.9% | -66.9% | -31.2% |
| 1Y | +63.5% | +95.7% | -32.2% | +4.3% |
| 3Y | +86.8% | +150.2% | -63.4% | +2.3% |
| 5Y | +12.4% | +83.1% | -70.7% | -28.1% |
| 10Y | +132.3% | +1,020.9% | -888.6% | -45.7% |
| All | +45.3% | +1,086.4% | -1,041.1% | -68.3% |
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