+778.3%
KEYS vs AMBA
+3.0%
+775.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.3% | +3.9% |
| 7D | +6.9% | +2.6% | +4.3% | +6.3% |
| 30D | -19.1% | -3.6% | -15.5% | -18.1% |
| 3M | -11.1% | -24.6% | +13.5% | -4.3% |
| 6M | -16.6% | -21.6% | +5.0% | -14.0% |
| YTD | +50.4% | -11.8% | +62.2% | +48.7% |
| 1Y | +67.5% | -33.2% | +100.7% | +76.9% |
| 3Y | +146.0% | +24.5% | +121.5% | +107.4% |
| 5Y | +64.5% | -67.7% | +132.2% | +77.0% |
| All | +778.3% | +3.0% | +775.3% | +485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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