+64.5%
KEYS vs CAPR
+219.7%
-155.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +26.5% | -21.6% | +4.3% |
| 7D | +6.9% | +25.8% | -18.9% | +6.4% |
| 30D | -19.1% | +50.2% | -69.3% | -19.8% |
| 3M | -11.1% | +185.5% | -196.6% | -13.4% |
| 6M | -16.6% | -64.8% | +48.3% | -16.1% |
| YTD | +50.4% | -61.1% | +111.5% | +50.7% |
| 1Y | +67.5% | +81.0% | -13.5% | +55.5% |
| 3Y | +146.0% | +300.7% | -154.7% | +93.9% |
| 5Y | +64.5% | +223.3% | -158.8% | +25.5% |
| All | +64.5% | +219.7% | -155.1% | +25.5% |
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