+1,058.3%
KEYS vs CAPR
-77.8%
+1,136.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +2.3% | -2.0% | +4.2% | +2.3% |
| 30D | -2.6% | +139.2% | -141.8% | -4.6% |
| 3M | -4.6% | -66.4% | +61.7% | -3.8% |
| 6M | +8.7% | -63.1% | +71.9% | +9.3% |
| YTD | +61.0% | -67.4% | +128.5% | +62.2% |
| 1Y | +96.0% | +58.2% | +37.7% | +82.7% |
| 3Y | +144.4% | +42.2% | +102.2% | +121.8% |
| 5Y | +80.5% | +87.3% | -6.8% | +61.0% |
| 10Y | +974.9% | -75.3% | +1,050.2% | +814.3% |
| All | +1,058.3% | -77.8% | +1,136.1% | +896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling