+114.2%
KEYS vs ADVB
-89.4%
+203.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.7% |
| 7D | +2.9% | -13.0% | +15.9% | +3.0% |
| 30D | -1.3% | +7.5% | -8.8% | -1.4% |
| 3M | -0.1% | +129.1% | -129.2% | -1.8% |
| 6M | +17.4% | +71.7% | -54.3% | +15.3% |
| YTD | +62.9% | +45.5% | +17.4% | +61.0% |
| 1Y | +95.7% | -2.7% | +98.5% | +94.1% |
| All | +114.2% | -89.4% | +203.6% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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