+75.8%
GM vs KEYS
+87.1%
-11.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.2% |
| 7D | -2.4% | +3.5% | -5.9% | -3.9% |
| 30D | -1.1% | -4.5% | +3.4% | +0.4% |
| 3M | +6.1% | -0.4% | +6.5% | +4.8% |
| 6M | +15.0% | +19.1% | -4.2% | +4.1% |
| YTD | +6.0% | +66.7% | -60.7% | -19.8% |
| 1Y | +47.1% | +96.5% | -49.4% | +1.7% |
| 3Y | +170.5% | +155.2% | +15.3% | +53.7% |
| All | +75.8% | +87.1% | -11.3% | +12.6% |
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 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