+90.1%
KEYS vs BR
+8.0%
+82.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -3.0% | +6.5% | +4.5% |
| 30D | -4.5% | -0.3% | -4.2% | -4.7% |
| 3M | -0.4% | +17.3% | -17.7% | -7.5% |
| 6M | +19.1% | -6.7% | +25.8% | +22.1% |
| YTD | +66.7% | -23.4% | +90.1% | +88.7% |
| 1Y | +96.5% | -32.7% | +129.1% | +139.9% |
| 3Y | +155.2% | -5.9% | +161.1% | +150.2% |
| All | +90.1% | +8.0% | +82.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling