+306.4%
APP vs KEYS
+79.0%
+227.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.3% |
| 7D | +0.3% | +0.9% | -0.6% | -0.5% |
| 30D | -1.3% | -5.3% | +3.9% | +1.8% |
| 3M | -36.2% | +0.5% | -36.7% | -38.8% |
| 6M | -34.1% | +14.0% | -48.2% | -44.9% |
| YTD | -53.3% | +60.3% | -113.6% | -72.3% |
| 1Y | -44.5% | +91.3% | -135.9% | -72.5% |
| 3Y | +646.7% | +146.1% | +500.5% | +185.3% |
| 5Y | +306.4% | +80.8% | +225.6% | +116.9% |
| All | +306.4% | +79.0% | +227.4% | +116.9% |
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