+162.9%
KEY vs KEYS
+1,049.9%
-886.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.4% |
| 7D | -1.5% | +3.5% | -5.0% | -3.2% |
| 30D | -3.7% | -4.5% | +0.8% | -1.9% |
| 3M | -1.3% | -0.4% | -0.8% | -2.6% |
| 6M | +13.3% | +19.1% | -5.8% | +1.4% |
| YTD | +9.0% | +66.7% | -57.7% | -19.7% |
| 1Y | +18.7% | +96.5% | -77.8% | -20.4% |
| 3Y | +125.3% | +155.2% | -29.9% | +28.7% |
| 5Y | +40.2% | +88.0% | -47.8% | -8.8% |
| All | +162.9% | +1,049.9% | -886.9% | -26.2% |
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