+182.5%
KEY vs KEYS
+1,072.8%
-890.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.4% |
| 7D | +2.2% | +2.3% | -0.1% | +1.2% |
| 30D | -3.0% | -2.6% | -0.4% | -2.1% |
| 3M | +3.3% | -4.6% | +8.0% | +3.9% |
| 6M | +9.2% | +8.7% | +0.5% | +2.3% |
| YTD | +10.6% | +61.0% | -50.4% | -16.4% |
| 1Y | +20.4% | +96.0% | -75.6% | -18.3% |
| 3Y | +121.8% | +144.4% | -22.6% | +31.9% |
| 5Y | +41.1% | +80.5% | -39.4% | -5.0% |
| 10Y | +168.5% | +974.9% | -806.4% | -19.6% |
| All | +182.5% | +1,072.8% | -890.3% | -14.6% |
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