+136.1%
C vs KEYS
+79.0%
+57.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +0.3% | +0.9% | -0.7% | -0.1% |
| 30D | +2.0% | -5.3% | +7.3% | +3.9% |
| 3M | +4.4% | +0.5% | +3.9% | +3.2% |
| 6M | +28.3% | +14.0% | +14.3% | +19.9% |
| YTD | +20.5% | +60.3% | -39.8% | -4.1% |
| 1Y | +45.5% | +91.3% | -45.8% | +6.5% |
| 3Y | +274.0% | +146.1% | +127.9% | +139.2% |
| 5Y | +136.1% | +80.8% | +55.4% | +58.8% |
| All | +136.1% | +79.0% | +57.2% | +58.8% |
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 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