+975.1%
KEYS vs APD
+168.7%
+806.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +0.9% | -3.5% | +4.4% | +2.6% |
| 30D | -5.3% | -5.1% | -0.2% | -3.1% |
| 3M | +0.5% | +6.9% | -6.3% | -3.4% |
| 6M | +14.0% | +8.1% | +6.0% | +8.9% |
| YTD | +60.3% | +21.2% | +39.0% | +43.7% |
| 1Y | +91.3% | +4.9% | +86.5% | +83.0% |
| 3Y | +146.1% | +6.3% | +139.8% | +127.8% |
| 5Y | +80.8% | +24.3% | +56.5% | +49.6% |
| All | +975.1% | +168.7% | +806.4% | +420.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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