+755.4%
KEYS vs CAPR
-65.7%
+821.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.8% | -2.0% |
| 7D | +9.4% | +5.9% | +3.5% | +9.2% |
| 30D | -16.8% | +44.6% | -61.4% | -17.5% |
| 3M | -15.9% | +126.4% | -142.2% | -17.7% |
| 6M | -17.6% | -68.6% | +51.0% | -17.0% |
| YTD | +46.5% | -67.0% | +113.5% | +47.2% |
| 1Y | +66.9% | +65.2% | +1.7% | +55.3% |
| 3Y | +141.4% | +235.6% | -94.2% | +114.6% |
| 5Y | +59.5% | +175.4% | -115.9% | +40.8% |
| All | +755.4% | -65.7% | +821.1% | +621.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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