+1,052.7%
KEYS vs BG
+112.6%
+940.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +0.9% | +3.7% | -2.8% | +0.1% |
| 30D | -5.3% | +12.3% | -17.6% | -7.9% |
| 3M | +0.5% | -2.2% | +2.7% | +0.7% |
| 6M | +14.0% | +5.3% | +8.7% | +11.9% |
| YTD | +60.3% | +42.4% | +17.9% | +46.0% |
| 1Y | +91.3% | +55.2% | +36.1% | +70.0% |
| 3Y | +146.1% | +21.0% | +125.2% | +129.0% |
| 5Y | +80.8% | +87.1% | -6.4% | +46.8% |
| 10Y | +1,002.8% | +169.8% | +832.9% | +637.4% |
| All | +1,052.7% | +112.6% | +940.1% | +653.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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