+59.9%
F vs KEYS
+967.0%
-907.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.9% |
| 7D | -3.1% | +9.4% | -12.5% | -6.4% |
| 30D | 0.0% | -16.8% | +16.8% | +5.9% |
| 3M | -13.2% | -15.9% | +2.7% | -9.1% |
| 6M | -10.2% | -17.6% | +7.4% | -6.1% |
| YTD | -4.9% | +46.5% | -51.4% | -22.6% |
| 1Y | -6.1% | +66.9% | -73.0% | -27.8% |
| 3Y | +46.0% | +141.4% | -95.4% | -6.6% |
| 5Y | -15.7% | +59.5% | -75.2% | -37.2% |
| 10Y | +64.3% | +761.1% | -696.8% | -33.5% |
| All | +59.9% | +967.0% | -907.0% | -38.2% |
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