+1,098.7%
KEYS vs BR
+426.3%
+672.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -3.0% | +6.5% | +5.0% |
| 30D | -4.5% | -0.3% | -4.2% | -4.8% |
| 3M | -0.4% | +17.3% | -17.7% | -9.7% |
| 6M | +19.1% | -6.7% | +25.8% | +20.6% |
| YTD | +66.7% | -23.4% | +90.1% | +86.8% |
| 1Y | +96.5% | -32.7% | +129.1% | +137.1% |
| 3Y | +155.2% | -5.9% | +161.1% | +149.1% |
| 5Y | +88.0% | +8.4% | +79.5% | +65.1% |
| 10Y | +1,046.8% | +189.2% | +857.5% | +467.3% |
| All | +1,098.7% | +426.3% | +672.4% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling