+156.4%
B vs KEYS
+87.1%
+69.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.4% |
| 7D | -2.4% | +3.5% | -5.9% | -3.2% |
| 30D | +6.3% | -4.5% | +10.8% | +7.3% |
| 3M | +12.1% | -0.4% | +12.6% | +11.5% |
| 6M | -3.1% | +19.1% | -22.2% | -7.3% |
| YTD | +2.0% | +66.7% | -64.7% | -9.3% |
| 1Y | +51.7% | +96.5% | -44.8% | +30.3% |
| 3Y | +190.5% | +155.2% | +35.4% | +133.9% |
| All | +156.4% | +87.1% | +69.3% | +105.5% |
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 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