-74.0%
DOCS vs KEYS
+84.5%
-158.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.2% | -8.2% |
| 7D | -7.3% | +4.4% | -11.8% | -9.2% |
| 30D | -10.9% | -2.2% | -8.7% | -10.6% |
| 3M | +20.3% | +0.5% | +19.7% | +16.7% |
| 6M | -3.6% | +22.4% | -26.0% | -18.0% |
| YTD | -44.9% | +64.1% | -108.9% | -62.3% |
| 1Y | -64.9% | +97.0% | -161.8% | -78.9% |
| 3Y | +7.6% | +152.0% | -144.4% | -49.1% |
| 5Y | -74.0% | +83.7% | -157.7% | -83.3% |
| All | -74.0% | +84.5% | -158.5% | -83.3% |
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