+1,607.1%
AMAT vs KEYS
+1,005.8%
+601.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -1.9% |
| 7D | +4.2% | +0.9% | +3.2% | +3.5% |
| 30D | -13.5% | -5.3% | -8.3% | -9.8% |
| 3M | -8.6% | +0.5% | -9.1% | -7.1% |
| 6M | +31.6% | +14.0% | +17.5% | +21.8% |
| YTD | +77.3% | +60.3% | +17.0% | +22.4% |
| 1Y | +179.4% | +91.3% | +88.0% | +67.1% |
| 3Y | +215.0% | +146.1% | +68.9% | +50.4% |
| 5Y | +245.8% | +80.8% | +165.0% | +110.0% |
| All | +1,607.1% | +1,005.8% | +601.3% | +218.8% |
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