+295.8%
AMD vs KEYS
+62.9%
+232.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.3% |
| 7D | +44.7% | +16.7% | +28.0% | +26.1% |
| 30D | -3.3% | -17.8% | +14.5% | +17.3% |
| 3M | +21.2% | -14.2% | +35.4% | +41.2% |
| 6M | +30.6% | -15.9% | +46.4% | +56.3% |
| YTD | +173.3% | +49.7% | +123.6% | +93.5% |
| 1Y | +126.1% | +65.3% | +60.8% | +44.8% |
| 3Y | +393.5% | +144.9% | +248.7% | +105.7% |
| 5Y | +295.8% | +63.0% | +232.7% | +150.2% |
| All | +295.8% | +62.9% | +232.8% | +150.2% |
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