+361.5%
ALL vs KEYS
+1,049.9%
-688.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | 0.0% |
| 7D | -2.3% | +3.5% | -5.8% | -2.9% |
| 30D | -0.4% | -4.5% | +4.1% | +0.3% |
| 3M | +16.0% | -0.4% | +16.4% | +15.0% |
| 6M | +24.6% | +19.1% | +5.4% | +18.0% |
| YTD | +23.7% | +66.7% | -43.0% | +7.2% |
| 1Y | +27.7% | +96.5% | -68.7% | +5.8% |
| 3Y | +150.2% | +155.2% | -4.9% | +87.4% |
| 5Y | +117.1% | +88.0% | +29.1% | +73.2% |
| All | +361.5% | +1,049.9% | -688.4% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling