+396.9%
APP vs KEYS
+135.2%
+261.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +0.2% |
| 7D | +1.1% | +3.5% | -2.4% | -1.5% |
| 30D | +6.6% | -4.5% | +11.1% | +9.6% |
| 3M | -32.3% | -0.4% | -31.9% | -34.2% |
| 6M | -29.8% | +19.1% | -48.9% | -43.0% |
| YTD | -51.9% | +66.7% | -118.6% | -72.1% |
| 1Y | -43.3% | +96.5% | -139.8% | -72.1% |
| 3Y | +664.1% | +155.2% | +508.9% | +189.2% |
| 5Y | +318.7% | +88.0% | +230.7% | +110.6% |
| All | +396.9% | +135.2% | +261.7% | +109.5% |
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