+173.3%
KEY vs KEYS
+967.0%
-793.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.6% |
| 7D | +2.9% | +9.4% | -6.5% | -1.2% |
| 30D | +8.4% | -16.8% | +25.2% | +16.3% |
| 3M | -5.8% | -15.9% | +10.1% | -0.1% |
| 6M | +5.4% | -17.6% | +23.0% | +11.1% |
| YTD | +7.1% | +46.5% | -39.4% | -17.1% |
| 1Y | +26.8% | +66.9% | -40.1% | -8.5% |
| 3Y | +128.7% | +141.4% | -12.7% | +33.6% |
| 5Y | +13.6% | +59.5% | -45.9% | -20.3% |
| 10Y | +99.7% | +761.1% | -661.4% | -35.5% |
| All | +173.3% | +967.0% | -793.7% | -15.4% |
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