-17.2%
F vs KEYS
+59.1%
-76.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.9% |
| 7D | -3.1% | +9.4% | -12.5% | -6.5% |
| 30D | 0.0% | -16.8% | +16.8% | +6.4% |
| 3M | -13.2% | -15.9% | +2.7% | -8.8% |
| 6M | -10.2% | -17.6% | +7.4% | -5.8% |
| YTD | -4.9% | +46.5% | -51.4% | -26.1% |
| 1Y | -6.1% | +66.9% | -73.0% | -32.1% |
| 3Y | +46.0% | +141.4% | -95.4% | -19.6% |
| All | -17.2% | +59.1% | -76.3% | -48.4% |
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