+3,847.4%
ANET vs KEYS
+1,049.9%
+2,797.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.6% | +3.1% |
| 7D | +3.0% | +3.5% | -0.5% | +0.9% |
| 30D | -5.2% | -4.5% | -0.7% | -2.5% |
| 3M | +27.6% | -0.4% | +28.0% | +28.2% |
| 6M | +44.4% | +19.1% | +25.3% | +29.5% |
| YTD | +52.3% | +66.7% | -14.3% | +7.9% |
| 1Y | +30.4% | +96.5% | -66.0% | -17.6% |
| 3Y | +313.3% | +155.2% | +158.1% | +119.2% |
| 5Y | +810.0% | +88.0% | +722.0% | +474.7% |
| All | +3,847.4% | +1,049.9% | +2,797.5% | +890.6% |
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