+8,378.1%
AMD vs KEYS
+1,005.8%
+7,372.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.0% |
| 7D | +10.4% | +0.9% | +9.5% | +9.6% |
| 30D | +6.2% | -5.3% | +11.4% | +11.1% |
| 3M | +11.3% | +0.5% | +10.8% | +12.1% |
| 6M | +147.8% | +14.0% | +133.8% | +126.9% |
| YTD | +135.2% | +60.3% | +74.9% | +59.3% |
| 1Y | +215.7% | +91.3% | +124.3% | +82.2% |
| 3Y | +374.7% | +146.1% | +228.5% | +117.3% |
| 5Y | +378.7% | +80.8% | +297.9% | +188.1% |
| All | +8,378.1% | +1,005.8% | +7,372.3% | +1,282.8% |
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