+7,765.4%
AMD vs KEYS
+758.4%
+7,007.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.6% | -6.9% |
| 7D | +18.9% | +9.4% | +9.5% | +10.7% |
| 30D | -6.4% | -16.8% | +10.3% | +11.2% |
| 3M | +10.6% | -15.9% | +26.4% | +30.2% |
| 6M | +19.9% | -17.6% | +37.5% | +45.3% |
| YTD | +149.4% | +46.5% | +102.9% | +85.4% |
| 1Y | +115.4% | +66.9% | +48.5% | +42.3% |
| 3Y | +357.3% | +141.4% | +215.9% | +116.4% |
| 5Y | +261.1% | +59.5% | +201.6% | +144.5% |
| All | +7,765.4% | +758.4% | +7,007.0% | +1,518.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling