+975.1%
KEYS vs BUD
-22.8%
+997.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.8% |
| 30D | -5.3% | -3.7% | -1.6% | -4.4% |
| 3M | +0.5% | -4.4% | +5.0% | +1.3% |
| 6M | +14.0% | +7.7% | +6.3% | +10.8% |
| YTD | +60.3% | +23.1% | +37.2% | +49.8% |
| 1Y | +91.3% | +33.6% | +57.7% | +74.3% |
| 3Y | +146.1% | +44.7% | +101.4% | +115.4% |
| 5Y | +80.8% | +44.9% | +35.8% | +55.5% |
| All | +975.1% | -22.8% | +997.9% | +973.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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