+155.2%
KEYS vs AZO
+10.0%
+145.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -3.6% | +7.1% | +3.7% |
| 30D | -4.5% | -5.6% | +1.1% | -4.2% |
| 3M | -0.4% | -6.6% | +6.2% | -0.1% |
| 6M | +19.1% | -22.5% | +41.6% | +22.3% |
| YTD | +66.7% | -15.2% | +81.8% | +68.8% |
| 1Y | +96.5% | -33.9% | +130.4% | +107.5% |
| 3Y | +155.2% | +11.8% | +143.3% | +138.8% |
| All | +155.2% | +10.0% | +145.1% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling