+2,303.0%
FIX vs KEYS
+87.1%
+2,216.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +3.6% |
| 7D | +5.0% | +3.5% | +1.5% | +2.7% |
| 30D | -2.7% | -4.5% | +1.8% | +0.4% |
| 3M | -8.2% | -0.4% | -7.8% | -7.3% |
| 6M | +20.3% | +19.1% | +1.1% | +9.7% |
| YTD | +81.4% | +66.7% | +14.8% | +33.5% |
| 1Y | +121.5% | +96.5% | +25.0% | +47.3% |
| 3Y | +807.4% | +155.2% | +652.3% | +420.6% |
| All | +2,303.0% | +87.1% | +2,216.0% | +1,437.7% |
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