+1,161.4%
GOOGL vs KEYS
+1,067.2%
+94.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | -2.8% | +0.9% | -3.8% | -3.2% |
| 30D | -3.2% | -5.3% | +2.1% | -1.5% |
| 3M | -6.6% | +0.5% | -7.1% | -8.0% |
| 6M | +8.5% | +14.0% | -5.6% | +1.0% |
| YTD | +6.5% | +60.3% | -53.8% | -15.3% |
| 1Y | +39.4% | +91.3% | -51.9% | +2.4% |
| 3Y | +146.2% | +146.1% | +0.1% | +57.4% |
| 5Y | +138.3% | +80.8% | +57.6% | +71.1% |
| 10Y | +751.7% | +1,002.8% | -251.1% | +235.9% |
| All | +1,161.4% | +1,067.2% | +94.2% | +394.7% |
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 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