+1,058.3%
KEYS vs AR
-21.4%
+1,079.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | -2.6% | +14.8% | -17.4% | -4.0% |
| 3M | -4.6% | +6.2% | -10.9% | -5.4% |
| 6M | +8.7% | +4.3% | +4.4% | +7.7% |
| YTD | +61.0% | +14.4% | +46.7% | +57.7% |
| 1Y | +96.0% | +21.3% | +74.7% | +90.4% |
| 3Y | +144.4% | +39.8% | +104.6% | +132.1% |
| 5Y | +80.5% | +142.1% | -61.6% | +59.9% |
| 10Y | +974.9% | +52.0% | +922.9% | +840.3% |
| All | +1,058.3% | -21.4% | +1,079.7% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling