+83.7%
KEYS vs AR
+140.6%
-56.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +4.4% | -1.8% | +6.3% | +4.7% |
| 30D | -2.2% | +12.6% | -14.8% | -3.8% |
| 3M | +0.5% | +10.0% | -9.5% | -1.0% |
| 6M | +22.4% | +0.6% | +21.7% | +21.5% |
| YTD | +64.1% | +13.4% | +50.7% | +59.5% |
| 1Y | +97.0% | +21.7% | +75.2% | +88.6% |
| 3Y | +152.0% | +45.8% | +106.2% | +134.0% |
| 5Y | +83.7% | +144.3% | -60.5% | +57.6% |
| All | +83.7% | +140.6% | -56.9% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling