+303.9%
B vs KEYS
+1,095.1%
-791.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | +2.3% | +4.4% | -2.1% | +1.7% |
| 30D | +1.4% | -2.2% | +3.6% | +1.6% |
| 3M | +12.2% | +0.5% | +11.6% | +11.7% |
| 6M | -2.1% | +22.4% | -24.5% | -5.2% |
| YTD | +2.9% | +64.1% | -61.2% | -4.3% |
| 1Y | +55.3% | +97.0% | -41.6% | +41.0% |
| 3Y | +198.7% | +152.0% | +46.7% | +161.4% |
| 5Y | +153.8% | +83.7% | +70.0% | +127.1% |
| 10Y | +193.4% | +997.9% | -804.4% | +118.6% |
| All | +303.9% | +1,095.1% | -791.1% | +202.8% |
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