+1,058.3%
KEYS vs BUD
-1.9%
+1,060.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -2.6% | -5.7% | +3.0% | -1.1% |
| 3M | -4.6% | +3.1% | -7.8% | -6.0% |
| 6M | +8.7% | +7.9% | +0.9% | +5.6% |
| YTD | +61.0% | +27.3% | +33.7% | +48.9% |
| 1Y | +96.0% | +37.8% | +58.2% | +76.7% |
| 3Y | +144.4% | +49.8% | +94.6% | +111.2% |
| 5Y | +80.5% | +43.8% | +36.7% | +55.4% |
| 10Y | +974.9% | -22.6% | +997.6% | +962.0% |
| All | +1,058.3% | -1.9% | +1,060.2% | +936.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling