+107.7%
COST vs KEYS
+87.1%
+20.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.5% |
| 7D | -1.2% | +3.5% | -4.7% | -1.9% |
| 30D | -4.7% | -4.5% | -0.2% | -4.0% |
| 3M | -7.1% | -0.4% | -6.7% | -7.8% |
| 6M | -8.5% | +19.1% | -27.7% | -13.7% |
| YTD | +5.4% | +66.7% | -61.3% | -10.3% |
| 1Y | -5.6% | +96.5% | -102.1% | -23.9% |
| 3Y | +68.5% | +155.2% | -86.7% | +19.3% |
| All | +107.7% | +87.1% | +20.6% | +62.6% |
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