+6,069.9%
AVGO vs KEYS
+1,067.2%
+5,002.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | 0.0% |
| 7D | +1.0% | +0.9% | +0.1% | +0.5% |
| 30D | -13.3% | -5.3% | -8.0% | -10.7% |
| 3M | -2.9% | +0.5% | -3.4% | -3.9% |
| 6M | +5.7% | +14.0% | -8.3% | -2.8% |
| YTD | +4.6% | +60.3% | -55.6% | -24.1% |
| 1Y | -1.6% | +91.3% | -93.0% | -36.4% |
| 3Y | +336.2% | +146.1% | +190.1% | +141.8% |
| 5Y | +695.6% | +80.8% | +614.9% | +418.2% |
| 10Y | +2,827.6% | +1,002.8% | +1,824.8% | +664.8% |
| All | +6,069.9% | +1,067.2% | +5,002.6% | +1,490.0% |
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