+1,018.0%
KEYS vs AU
+699.0%
+319.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | +3.5% | -4.3% | +7.8% | +3.8% |
| 30D | -4.5% | +7.3% | -11.8% | -5.1% |
| 3M | -0.4% | +26.3% | -26.7% | -2.4% |
| 6M | +19.1% | +1.8% | +17.4% | +18.2% |
| YTD | +66.7% | +26.8% | +39.9% | +63.5% |
| 1Y | +96.5% | +66.7% | +29.8% | +89.8% |
| 3Y | +155.2% | +579.1% | -423.9% | +128.6% |
| 5Y | +88.0% | +689.3% | -601.3% | +67.2% |
| All | +1,018.0% | +699.0% | +319.0% | +946.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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