+112.7%
ALL vs KEYS
+79.9%
+32.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -4.3% | +0.9% | -5.2% | -4.4% |
| 30D | -3.6% | -5.3% | +1.7% | -3.3% |
| 3M | +13.2% | +0.5% | +12.7% | +12.5% |
| 6M | +22.5% | +14.0% | +8.4% | +19.6% |
| YTD | +22.7% | +60.3% | -37.5% | +14.0% |
| 1Y | +28.3% | +91.3% | -63.0% | +15.8% |
| 3Y | +152.0% | +146.1% | +5.9% | +113.4% |
| All | +112.7% | +79.9% | +32.7% | +80.0% |
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