+997.9%
KEYS vs AMBA
-5.3%
+1,003.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +4.4% | -6.4% | +10.8% | +6.2% |
| 30D | -2.2% | -26.8% | +24.6% | +6.2% |
| 3M | +0.5% | -7.6% | +8.2% | +0.8% |
| 6M | +22.4% | +21.2% | +1.2% | +12.0% |
| YTD | +64.1% | -10.4% | +74.5% | +61.7% |
| 1Y | +97.0% | -24.4% | +121.4% | +100.3% |
| 3Y | +152.0% | +6.0% | +146.0% | +121.2% |
| 5Y | +83.7% | -53.9% | +137.6% | +80.5% |
| 10Y | +997.9% | -6.2% | +1,004.0% | +656.2% |
| All | +997.9% | -5.3% | +1,003.1% | +656.2% |
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