+131.9%
KEYS vs COMP
-49.4%
+181.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +4.4% | +4.1% | +0.4% | +3.8% |
| 30D | -2.2% | -14.5% | +12.3% | -0.3% |
| 3M | +0.5% | +41.8% | -41.3% | -4.8% |
| 6M | +22.4% | +23.6% | -1.2% | +16.8% |
| YTD | +64.1% | +1.7% | +62.4% | +60.2% |
| 1Y | +97.0% | +12.6% | +84.4% | +88.6% |
| 3Y | +152.0% | +221.9% | -69.8% | +99.7% |
| 5Y | +83.7% | -28.1% | +111.9% | +61.3% |
| All | +131.9% | -49.4% | +181.3% | +103.6% |
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