+273.7%
IR vs KEYS
+768.3%
-494.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.0% |
| 7D | -4.5% | +3.5% | -8.0% | -6.0% |
| 30D | -13.9% | -4.5% | -9.5% | -12.5% |
| 3M | -0.3% | -0.4% | +0.1% | -1.6% |
| 6M | -14.3% | +19.1% | -33.5% | -22.3% |
| YTD | -7.9% | +66.7% | -74.5% | -29.8% |
| 1Y | -9.9% | +96.5% | -106.4% | -36.9% |
| 3Y | +6.5% | +155.2% | -148.6% | -35.4% |
| 5Y | +34.0% | +88.0% | -54.0% | -8.4% |
| All | +273.7% | +768.3% | -494.6% | +26.0% |
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