+1,058.3%
KEYS vs APD
+236.2%
+822.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +2.3% | -2.2% | +4.5% | +3.3% |
| 30D | -2.6% | +2.1% | -4.7% | -3.7% |
| 3M | -4.6% | +7.2% | -11.8% | -8.4% |
| 6M | +8.7% | +11.2% | -2.5% | +2.4% |
| YTD | +61.0% | +24.4% | +36.6% | +42.7% |
| 1Y | +96.0% | +6.7% | +89.3% | +86.0% |
| 3Y | +144.4% | +9.2% | +135.2% | +123.1% |
| 5Y | +80.5% | +27.4% | +53.1% | +48.3% |
| 10Y | +974.9% | +164.8% | +810.1% | +457.8% |
| All | +1,058.3% | +236.2% | +822.1% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling