+167.6%
AMAT vs KEYS
+65.5%
+102.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.2% | +1.9% |
| 7D | +7.0% | +6.9% | 0.0% | +1.8% |
| 30D | -20.6% | -19.1% | -1.5% | -4.7% |
| 3M | -24.8% | -11.1% | -13.7% | -16.7% |
| 6M | -10.7% | -16.6% | +5.8% | +5.8% |
| YTD | +54.3% | +50.4% | +3.9% | +12.8% |
| 1Y | +73.7% | +67.5% | +6.2% | +16.1% |
| 3Y | +168.4% | +146.0% | +22.4% | +25.4% |
| 5Y | +167.6% | +64.5% | +103.0% | +74.4% |
| All | +167.6% | +65.5% | +102.1% | +74.4% |
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