+48.5%
AMZN vs KEYS
+87.1%
-38.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +0.2% |
| 7D | -0.7% | +3.5% | -4.2% | -2.2% |
| 30D | -3.9% | -4.5% | +0.5% | -2.3% |
| 3M | +6.3% | -0.4% | +6.7% | +4.5% |
| 6M | +20.8% | +19.1% | +1.6% | +7.4% |
| YTD | +11.2% | +66.7% | -55.4% | -19.7% |
| 1Y | +11.7% | +96.5% | -84.8% | -27.2% |
| 3Y | +79.4% | +155.2% | -75.7% | -4.8% |
| All | +48.5% | +87.1% | -38.5% | -11.1% |
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 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