+58.3%
D vs KEYS
+1,095.1%
-1,036.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +0.8% | +4.4% | -3.7% | +0.2% |
| 30D | -0.7% | -2.2% | +1.5% | -0.5% |
| 3M | +2.1% | +0.5% | +1.5% | +1.6% |
| 6M | +6.8% | +22.4% | -15.6% | +3.2% |
| YTD | +16.5% | +64.1% | -47.6% | +7.2% |
| 1Y | +19.2% | +97.0% | -77.8% | +6.2% |
| 3Y | +61.9% | +152.0% | -90.2% | +36.0% |
| 5Y | +6.5% | +83.7% | -77.2% | -6.8% |
| 10Y | +35.3% | +997.9% | -962.6% | -6.4% |
| All | +58.3% | +1,095.1% | -1,036.7% | +12.9% |
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