-10.2%
DOW vs KEYS
+276.9%
-287.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -4.1% | -5.3% | +1.2% | -2.5% |
| 3M | -12.4% | +0.5% | -12.9% | -14.2% |
| 6M | -10.6% | +14.0% | -24.7% | -17.8% |
| YTD | +31.1% | +60.3% | -29.2% | +1.8% |
| 1Y | +30.5% | +91.3% | -60.8% | -6.9% |
| 3Y | -34.4% | +146.1% | -180.5% | -59.0% |
| 5Y | -35.5% | +80.8% | -116.3% | -55.6% |
| All | -10.2% | +276.9% | -287.1% | -59.0% |
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