+83.1%
KEYS vs CAPR
+76.3%
+6.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.6% |
| 7D | +2.9% | -12.6% | +15.6% | +3.2% |
| 30D | -1.3% | +124.4% | -125.7% | -3.3% |
| 3M | -0.1% | -66.8% | +66.7% | +0.8% |
| 6M | +17.4% | -71.8% | +89.2% | +18.7% |
| YTD | +62.9% | -70.1% | +133.0% | +64.4% |
| 1Y | +95.7% | +33.3% | +62.4% | +82.7% |
| 3Y | +150.2% | +36.7% | +113.5% | +109.1% |
| 5Y | +83.1% | +72.5% | +10.6% | +44.8% |
| All | +83.1% | +76.3% | +6.8% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling