+1,058.3%
KEYS vs A
+346.3%
+712.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.4% |
| 30D | -2.6% | +6.9% | -9.5% | -6.5% |
| 3M | -4.6% | +9.2% | -13.9% | -10.0% |
| 6M | +8.7% | +25.7% | -16.9% | -7.0% |
| YTD | +61.0% | +11.5% | +49.5% | +47.1% |
| 1Y | +96.0% | +18.4% | +77.6% | +72.0% |
| 3Y | +144.4% | +26.6% | +117.8% | +100.2% |
| 5Y | +80.5% | -12.8% | +93.3% | +81.7% |
| 10Y | +974.9% | +247.2% | +727.8% | +361.7% |
| All | +1,058.3% | +346.3% | +712.0% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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