+228.1%
AMAT vs KEYS
+153.6%
+74.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.5% |
| 7D | +7.0% | +4.4% | +2.6% | +3.4% |
| 30D | -12.2% | -2.2% | -10.0% | -10.8% |
| 3M | -3.8% | +0.5% | -4.4% | -2.6% |
| 6M | +45.9% | +22.4% | +23.5% | +30.2% |
| YTD | +84.6% | +64.1% | +20.5% | +30.0% |
| 1Y | +193.4% | +97.0% | +96.4% | +79.5% |
| 3Y | +228.1% | +152.0% | +76.1% | +59.6% |
| All | +228.1% | +153.6% | +74.4% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling