+774.2%
KEYS vs APD
+191.6%
+582.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +16.7% | +2.2% | +14.6% | +15.6% |
| 30D | -17.8% | +9.4% | -27.3% | -21.3% |
| 3M | -14.2% | +4.7% | -18.9% | -16.3% |
| 6M | -15.9% | +5.5% | -21.4% | -18.7% |
| YTD | +49.7% | +31.4% | +18.3% | +29.0% |
| 1Y | +65.3% | +24.1% | +41.2% | +45.9% |
| 3Y | +144.9% | +28.8% | +116.1% | +106.6% |
| 5Y | +63.0% | +15.8% | +47.3% | +41.4% |
| All | +774.2% | +191.6% | +582.6% | +316.8% |
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