+262.0%
AMAT vs KEYS
+82.0%
+180.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +6.9% | +2.9% | +4.0% | +4.5% |
| 30D | -10.1% | -1.3% | -8.8% | -9.3% |
| 3M | -6.0% | -0.1% | -5.9% | -4.2% |
| 6M | +38.6% | +17.4% | +21.3% | +25.5% |
| YTD | +83.1% | +62.9% | +20.2% | +24.2% |
| 1Y | +188.3% | +95.7% | +92.6% | +67.5% |
| 3Y | +225.3% | +150.2% | +75.1% | +48.1% |
| 5Y | +262.0% | +83.1% | +178.9% | +115.1% |
| All | +262.0% | +82.0% | +180.0% | +115.1% |
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 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