+306.2%
KDP vs KEYS
+1,086.4%
-780.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +9.5% | -1.3% | +10.8% | +9.5% |
| 3M | +2.6% | -0.1% | +2.8% | +2.0% |
| 6M | +15.6% | +17.4% | -1.7% | +11.9% |
| YTD | +17.3% | +62.9% | -45.6% | +7.6% |
| 1Y | +20.1% | +95.7% | -75.6% | +6.8% |
| 3Y | +4.9% | +150.2% | -145.3% | -11.9% |
| 5Y | +5.0% | +83.1% | -78.1% | -8.2% |
| 10Y | +179.8% | +1,020.9% | -841.2% | +87.9% |
| All | +306.2% | +1,086.4% | -780.2% | +177.3% |
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