+8,443.7%
FIX vs KEYS
+967.0%
+7,476.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | +9.4% | +9.4% | 0.0% | +4.1% |
| 30D | -27.8% | -16.8% | -11.0% | -19.1% |
| 3M | -35.6% | -15.9% | -19.7% | -28.1% |
| 6M | -45.2% | -17.6% | -27.6% | -37.8% |
| YTD | +19.5% | +46.5% | -27.0% | +0.6% |
| 1Y | +24.2% | +66.9% | -42.7% | -2.1% |
| 3Y | +494.2% | +141.4% | +352.8% | +293.1% |
| 5Y | +1,036.1% | +59.5% | +976.6% | +782.2% |
| 10Y | +3,599.0% | +761.1% | +2,837.9% | +1,381.3% |
| All | +8,443.7% | +967.0% | +7,476.8% | +2,916.6% |
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