+231.1%
GM vs KEYS
+1,049.9%
-818.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.3% |
| 7D | -2.4% | +3.5% | -5.9% | -4.0% |
| 30D | -1.1% | -4.5% | +3.4% | +0.4% |
| 3M | +6.1% | -0.4% | +6.5% | +4.7% |
| 6M | +15.0% | +19.1% | -4.2% | +3.9% |
| YTD | +6.0% | +66.7% | -60.7% | -19.6% |
| 1Y | +47.1% | +96.5% | -49.4% | +2.4% |
| 3Y | +170.5% | +155.2% | +15.3% | +59.7% |
| 5Y | +80.5% | +88.0% | -7.5% | +21.3% |
| All | +231.1% | +1,049.9% | -818.8% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling