+136.0%
GOOG vs KEYS
+87.1%
+48.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.1% |
| 7D | 0.0% | +3.5% | -3.5% | -1.2% |
| 30D | -2.0% | -4.5% | +2.5% | -0.6% |
| 3M | -5.9% | -0.4% | -5.5% | -6.8% |
| 6M | +8.9% | +19.1% | -10.2% | -0.3% |
| YTD | +7.1% | +66.7% | -59.6% | -16.9% |
| 1Y | +39.7% | +96.5% | -56.8% | -0.1% |
| 3Y | +145.8% | +155.2% | -9.3% | +47.3% |
| All | +136.0% | +87.1% | +48.9% | +59.3% |
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