+112.6%
KEYS vs COMP
-51.7%
+164.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.5% |
| 7D | +6.9% | +2.2% | +4.7% | +6.6% |
| 30D | -19.1% | +16.3% | -35.4% | -21.0% |
| 3M | -11.1% | -19.1% | +8.1% | -9.1% |
| 6M | -16.6% | +17.1% | -33.7% | -19.5% |
| YTD | +50.4% | -2.9% | +53.4% | +47.1% |
| 1Y | +67.5% | +8.8% | +58.7% | +61.1% |
| 3Y | +146.0% | +423.5% | -277.5% | +83.2% |
| 5Y | +64.5% | -10.5% | +75.0% | +42.0% |
| All | +112.6% | -51.7% | +164.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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