+168.3%
EXC vs KEYS
+1,086.4%
-918.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +0.3% | +2.9% | -2.6% | -0.2% |
| 30D | -0.9% | -1.3% | +0.4% | -0.7% |
| 3M | -2.7% | -0.1% | -2.6% | -3.3% |
| 6M | -9.4% | +17.4% | -26.8% | -13.0% |
| YTD | +3.0% | +62.9% | -59.9% | -7.9% |
| 1Y | +5.1% | +95.7% | -90.6% | -9.9% |
| 3Y | +20.6% | +150.2% | -129.6% | -5.5% |
| 5Y | +45.7% | +83.1% | -37.4% | +21.5% |
| 10Y | +160.8% | +1,020.9% | -860.1% | +47.7% |
| All | +168.3% | +1,086.4% | -918.1% | +54.9% |
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 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