+439.1%
ALL vs KEYS
+1,086.4%
-647.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -2.2% | +2.9% | -5.2% | -2.8% |
| 30D | -5.6% | -1.3% | -4.3% | -5.5% |
| 3M | +17.2% | -0.1% | +17.4% | +16.0% |
| 6M | +23.2% | +17.4% | +5.9% | +17.1% |
| YTD | +23.6% | +62.9% | -39.3% | +7.7% |
| 1Y | +29.2% | +95.7% | -66.6% | +7.1% |
| 3Y | +153.8% | +150.2% | +3.6% | +91.9% |
| 5Y | +116.1% | +83.1% | +33.0% | +73.9% |
| 10Y | +364.8% | +1,020.9% | -656.1% | +132.6% |
| All | +439.1% | +1,086.4% | -647.3% | +171.3% |
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