+23.5%
DIS vs KEYS
+1,049.9%
-1,026.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.6% |
| 7D | +1.2% | +3.5% | -2.3% | 0.0% |
| 30D | +3.2% | -4.5% | +7.7% | +4.4% |
| 3M | +7.0% | -0.4% | +7.4% | +5.6% |
| 6M | +6.4% | +19.1% | -12.7% | -2.0% |
| YTD | -5.6% | +66.7% | -72.3% | -24.3% |
| 1Y | -7.7% | +96.5% | -104.1% | -30.7% |
| 3Y | +33.2% | +155.2% | -122.0% | -11.7% |
| 5Y | -40.3% | +88.0% | -128.3% | -56.6% |
| All | +23.5% | +1,049.9% | -1,026.4% | -44.1% |
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