+2,175.7%
AMAT vs KEYS
+995.5%
+1,180.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.2% | +2.2% |
| 7D | +7.0% | +6.9% | 0.0% | +2.2% |
| 30D | -20.6% | -19.1% | -1.5% | -5.6% |
| 3M | -24.8% | -11.1% | -13.7% | -17.1% |
| 6M | -10.7% | -16.6% | +5.8% | +5.3% |
| YTD | +54.3% | +50.4% | +3.9% | +14.3% |
| 1Y | +73.7% | +67.5% | +6.2% | +18.4% |
| 3Y | +168.4% | +146.0% | +22.4% | +33.7% |
| 5Y | +167.6% | +64.5% | +103.0% | +79.8% |
| 10Y | +1,425.2% | +784.1% | +641.1% | +243.5% |
| All | +2,175.7% | +995.5% | +1,180.2% | +374.4% |
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 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