+1,018.0%
KEYS vs AZO
+296.8%
+721.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -3.6% | +7.1% | +4.5% |
| 30D | -4.5% | -5.6% | +1.1% | -3.0% |
| 3M | -0.4% | -6.6% | +6.2% | +0.8% |
| 6M | +19.1% | -22.5% | +41.6% | +27.1% |
| YTD | +66.7% | -15.2% | +81.8% | +72.2% |
| 1Y | +96.5% | -33.9% | +130.4% | +119.0% |
| 3Y | +155.2% | +11.8% | +143.3% | +134.5% |
| 5Y | +88.0% | +85.5% | +2.5% | +43.4% |
| All | +1,018.0% | +296.8% | +721.2% | +614.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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