+1,064.2%
ASX vs KEYS
+1,095.1%
-30.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.0% |
| 7D | +6.3% | +4.4% | +1.9% | +3.8% |
| 30D | +6.4% | -2.2% | +8.6% | +7.8% |
| 3M | +13.1% | +0.5% | +12.6% | +14.2% |
| 6M | +90.3% | +22.4% | +67.9% | +73.8% |
| YTD | +149.6% | +64.1% | +85.5% | +92.7% |
| 1Y | +249.2% | +97.0% | +152.2% | +144.1% |
| 3Y | +445.9% | +152.0% | +293.9% | +231.9% |
| 5Y | +477.7% | +83.7% | +394.0% | +305.6% |
| 10Y | +913.4% | +997.9% | -84.5% | +252.9% |
| All | +1,064.2% | +1,095.1% | -30.9% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling