+774.2%
KEYS vs CAPR
-63.2%
+837.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.3% | -0.3% |
| 7D | +16.7% | +19.1% | -2.3% | +16.3% |
| 30D | -17.8% | +48.8% | -66.7% | -18.6% |
| 3M | -14.2% | +144.4% | -158.6% | -16.2% |
| 6M | -15.9% | -67.5% | +51.6% | -15.3% |
| YTD | +49.7% | -64.5% | +114.2% | +50.2% |
| 1Y | +65.3% | +74.4% | -9.1% | +53.7% |
| 3Y | +144.9% | +265.7% | -120.9% | +117.3% |
| 5Y | +63.0% | +196.0% | -132.9% | +43.7% |
| All | +774.2% | -63.2% | +837.4% | +635.8% |
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