+5.3%
D vs KEYS
+87.1%
-81.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.0% | -1.3% |
| 7D | -2.2% | +3.5% | -5.7% | -2.5% |
| 30D | -4.5% | -4.5% | 0.0% | -4.2% |
| 3M | -2.5% | -0.4% | -2.1% | -2.7% |
| 6M | +5.5% | +19.1% | -13.6% | +3.8% |
| YTD | +13.3% | +66.7% | -53.4% | +7.7% |
| 1Y | +11.8% | +96.5% | -84.6% | +4.3% |
| 3Y | +56.7% | +155.2% | -98.4% | +38.7% |
| All | +5.3% | +87.1% | -81.8% | -4.7% |
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