+755.4%
KEYS vs AMBA
+12.8%
+742.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +4.7% |
| 7D | -3.3% | 0.0% | -3.3% | -3.2% |
| 30D | -24.5% | -8.6% | -15.9% | -22.5% |
| 3M | -15.3% | -29.0% | +13.7% | -7.3% |
| 6M | -19.8% | -19.2% | -0.6% | -18.0% |
| YTD | +42.2% | -13.0% | +55.2% | +41.1% |
| 1Y | +59.8% | -31.3% | +91.0% | +67.3% |
| 3Y | +137.0% | +28.1% | +108.9% | +98.3% |
| 5Y | +55.5% | -69.4% | +124.9% | +69.4% |
| 10Y | +755.4% | +7.6% | +747.8% | +469.0% |
| All | +755.4% | +12.8% | +742.6% | +469.0% |
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