+1,018.0%
KEYS vs BIDU
-48.7%
+1,066.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | +3.5% | -8.1% | +11.6% | +5.3% |
| 30D | -4.5% | -12.8% | +8.3% | -1.9% |
| 3M | -0.4% | -21.3% | +20.9% | +4.3% |
| 6M | +19.1% | -27.0% | +46.1% | +26.0% |
| YTD | +66.7% | -30.0% | +96.7% | +77.1% |
| 1Y | +96.5% | -18.3% | +114.7% | +100.1% |
| 3Y | +155.2% | -33.8% | +189.0% | +164.1% |
| 5Y | +88.0% | -44.3% | +132.3% | +90.6% |
| All | +1,018.0% | -48.7% | +1,066.7% | +883.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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