+49.3%
F vs KEYS
+79.0%
-29.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.9% |
| 7D | -3.7% | +0.9% | -4.6% | -4.1% |
| 30D | -0.7% | -5.3% | +4.5% | +1.2% |
| 3M | -1.9% | +0.5% | -2.4% | -3.8% |
| 6M | +16.1% | +14.0% | +2.0% | +6.6% |
| YTD | +9.5% | +60.3% | -50.8% | -16.5% |
| 1Y | +27.2% | +91.3% | -64.1% | -12.2% |
| 3Y | +36.3% | +146.1% | -109.9% | -22.7% |
| 5Y | +49.3% | +80.8% | -31.5% | -4.4% |
| All | +49.3% | +79.0% | -29.7% | -4.4% |
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