+784.1%
KEYS vs AR
+58.9%
+725.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.3% | +4.7% |
| 7D | +6.9% | +2.1% | +4.8% | +6.8% |
| 30D | -19.1% | +4.5% | -23.6% | -19.4% |
| 3M | -11.1% | +1.0% | -12.1% | -11.3% |
| 6M | -16.6% | +4.4% | -21.0% | -17.2% |
| YTD | +50.4% | +10.9% | +39.5% | +47.7% |
| 1Y | +67.5% | +8.6% | +59.0% | +64.7% |
| 3Y | +146.0% | +48.5% | +97.5% | +132.9% |
| 5Y | +64.5% | +95.7% | -31.2% | +49.7% |
| 10Y | +784.1% | +55.5% | +728.7% | +704.1% |
| All | +784.1% | +58.9% | +725.2% | +704.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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