+85.8%
F vs KEYS
+1,095.1%
-1,009.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -5.0% |
| 7D | +1.2% | +4.4% | -3.3% | -0.6% |
| 30D | +1.2% | -2.2% | +3.4% | +1.7% |
| 3M | -5.7% | +0.5% | -6.2% | -7.1% |
| 6M | +17.9% | +22.4% | -4.4% | +6.8% |
| YTD | +10.4% | +64.1% | -53.7% | -12.5% |
| 1Y | +25.3% | +97.0% | -71.6% | -8.5% |
| 3Y | +37.5% | +152.0% | -114.6% | -11.7% |
| 5Y | +46.5% | +83.7% | -37.2% | +5.2% |
| 10Y | +86.4% | +997.9% | -911.5% | -29.9% |
| All | +85.8% | +1,095.1% | -1,009.3% | -30.1% |
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