+334.5%
INTU vs KEYS
+1,095.1%
-760.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.9% |
| 7D | -7.5% | +4.4% | -12.0% | -9.2% |
| 30D | -1.9% | -2.2% | +0.3% | -1.7% |
| 3M | +4.9% | +0.5% | +4.3% | +1.7% |
| 6M | -33.2% | +22.4% | -55.6% | -42.0% |
| YTD | -51.4% | +64.1% | -115.5% | -64.5% |
| 1Y | -52.0% | +97.0% | -148.9% | -68.3% |
| 3Y | -40.7% | +152.0% | -192.7% | -67.0% |
| 5Y | -41.7% | +83.7% | -125.5% | -61.9% |
| 10Y | +211.1% | +997.9% | -786.7% | +4.6% |
| All | +334.5% | +1,095.1% | -760.6% | +45.3% |
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 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