+110.2%
KEYS vs AMRZ
-20.1%
+130.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -7.5% | +11.0% | +6.0% |
| 30D | -4.5% | -12.4% | +7.9% | -0.6% |
| 3M | -0.4% | -22.4% | +22.0% | +7.1% |
| 6M | +19.1% | -29.5% | +48.7% | +32.5% |
| YTD | +66.7% | -24.1% | +90.8% | +82.0% |
| 1Y | +96.5% | -26.3% | +122.7% | +112.3% |
| All | +110.2% | -20.1% | +130.4% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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