+1,203.9%
GOOG vs KEYS
+1,113.8%
+90.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | 0.0% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | -2.0% | -4.5% | +2.5% | -0.5% |
| 3M | -5.9% | -0.4% | -5.5% | -6.9% |
| 6M | +8.9% | +19.1% | -10.2% | -0.2% |
| YTD | +7.1% | +66.7% | -59.6% | -16.0% |
| 1Y | +39.7% | +96.5% | -56.8% | +1.8% |
| 3Y | +145.8% | +155.2% | -9.3% | +55.4% |
| 5Y | +138.6% | +88.0% | +50.6% | +69.1% |
| 10Y | +791.5% | +1,046.8% | -255.2% | +244.6% |
| All | +1,203.9% | +1,113.8% | +90.1% | +398.8% |
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