+755.6%
GOOGL vs KEYS
+1,049.9%
-294.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.2% |
| 7D | 0.0% | +3.5% | -3.5% | -1.4% |
| 30D | -1.4% | -4.5% | +3.1% | +0.1% |
| 3M | -5.3% | -0.4% | -4.9% | -6.4% |
| 6M | +9.8% | +19.1% | -9.3% | -0.2% |
| YTD | +8.4% | +66.7% | -58.3% | -16.8% |
| 1Y | +41.2% | +96.5% | -55.3% | 0.0% |
| 3Y | +149.6% | +155.2% | -5.6% | +50.7% |
| 5Y | +142.6% | +88.0% | +54.6% | +66.2% |
| All | +755.6% | +1,049.9% | -294.3% | +173.7% |
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