+606.1%
COST vs KEYS
+1,049.9%
-443.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.6% |
| 7D | -1.2% | +3.5% | -4.7% | -2.0% |
| 30D | -4.7% | -4.5% | -0.2% | -3.9% |
| 3M | -7.1% | -0.4% | -6.7% | -7.9% |
| 6M | -8.5% | +19.1% | -27.7% | -13.8% |
| YTD | +5.4% | +66.7% | -61.3% | -9.9% |
| 1Y | -5.6% | +96.5% | -102.1% | -23.3% |
| 3Y | +68.5% | +155.2% | -86.7% | +23.9% |
| 5Y | +105.2% | +88.0% | +17.3% | +62.2% |
| All | +606.1% | +1,049.9% | -443.8% | +294.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling