+863.3%
KEYS vs AR
-28.1%
+891.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | -11.4% | -14.3% | +2.8% | -10.1% |
| 30D | -28.7% | +1.4% | -30.1% | -28.8% |
| 3M | -19.2% | +3.4% | -22.6% | -19.7% |
| 6M | -25.8% | -2.1% | -23.7% | -25.9% |
| YTD | +33.9% | +4.7% | +29.2% | +32.2% |
| 1Y | +47.1% | +10.6% | +36.5% | +44.1% |
| 3Y | +119.4% | +24.6% | +94.8% | +110.7% |
| 5Y | +48.2% | +71.9% | -23.7% | +35.5% |
| 10Y | +755.2% | +46.4% | +708.8% | +649.3% |
| All | +863.3% | -28.1% | +891.4% | +734.8% |
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