+83.1%
KEYS vs APD
+25.2%
+57.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.9% | -4.6% | +7.5% | +4.7% |
| 30D | -1.3% | -4.2% | +2.9% | +0.1% |
| 3M | -0.1% | +5.0% | -5.1% | -2.6% |
| 6M | +17.4% | +8.9% | +8.4% | +12.6% |
| YTD | +62.9% | +21.9% | +41.0% | +48.4% |
| 1Y | +95.7% | +5.6% | +90.2% | +88.9% |
| 3Y | +150.2% | +6.9% | +143.3% | +137.5% |
| 5Y | +83.1% | +25.3% | +57.7% | +43.7% |
| All | +83.1% | +25.2% | +57.9% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling