+2,519.2%
AMAT vs KEYS
+1,072.8%
+1,446.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.2% |
| 7D | -1.5% | +2.3% | -3.8% | -3.2% |
| 30D | -14.8% | -2.6% | -12.2% | -13.2% |
| 3M | -9.3% | -4.6% | -4.6% | -4.0% |
| 6M | +27.4% | +8.7% | +18.7% | +22.6% |
| YTD | +77.6% | +61.0% | +16.5% | +23.8% |
| 1Y | +188.9% | +96.0% | +93.0% | +73.0% |
| 3Y | +202.3% | +144.4% | +57.9% | +49.8% |
| 5Y | +248.9% | +80.5% | +168.4% | +117.1% |
| 10Y | +1,585.2% | +974.9% | +610.3% | +231.7% |
| All | +2,519.2% | +1,072.8% | +1,446.4% | +414.0% |
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