-37.1%
DOW vs KEYS
+87.1%
-124.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.0% | -3.2% |
| 7D | -1.4% | +3.5% | -4.9% | -2.4% |
| 30D | -3.9% | -4.5% | +0.5% | -2.9% |
| 3M | -12.7% | -0.4% | -12.3% | -13.6% |
| 6M | -13.7% | +19.1% | -32.8% | -20.5% |
| YTD | +28.4% | +66.7% | -38.3% | +2.2% |
| 1Y | +21.8% | +96.5% | -74.7% | -9.7% |
| 3Y | -35.7% | +155.2% | -190.9% | -57.2% |
| All | -37.1% | +87.1% | -124.2% | -57.5% |
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