+268.9%
C vs KEYS
+1,095.1%
-826.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | +3.2% | +4.4% | -1.3% | +1.2% |
| 30D | +1.3% | -2.2% | +3.5% | +2.0% |
| 3M | +3.1% | +0.5% | +2.6% | +1.8% |
| 6M | +29.6% | +22.4% | +7.2% | +16.4% |
| YTD | +19.0% | +64.1% | -45.1% | -8.4% |
| 1Y | +45.6% | +97.0% | -51.3% | +2.4% |
| 3Y | +269.3% | +152.0% | +117.3% | +125.7% |
| 5Y | +131.6% | +83.7% | +47.8% | +58.7% |
| 10Y | +286.5% | +997.9% | -711.3% | +13.8% |
| All | +268.9% | +1,095.1% | -826.2% | +8.2% |
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