-54.4%
DOCS vs KEYS
+117.9%
-172.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -8.1% | +2.9% | -11.0% | -9.3% |
| 30D | -5.6% | -1.3% | -4.3% | -5.8% |
| 3M | +18.3% | -0.1% | +18.4% | +15.1% |
| 6M | -5.1% | +17.4% | -22.5% | -17.4% |
| YTD | -45.4% | +62.9% | -108.3% | -62.5% |
| 1Y | -65.2% | +95.7% | -160.9% | -79.0% |
| 3Y | +6.6% | +150.2% | -143.6% | -49.3% |
| 5Y | -76.1% | +83.1% | -159.2% | -85.3% |
| All | -54.4% | +117.9% | -172.3% | -70.9% |
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 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