+778.3%
KEYS vs CP
+255.9%
+522.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +6.9% | -0.7% | +7.6% | +7.3% |
| 30D | -19.1% | +9.6% | -28.7% | -23.3% |
| 3M | -11.1% | +2.2% | -13.3% | -12.7% |
| 6M | -16.6% | +11.1% | -27.7% | -22.2% |
| YTD | +50.4% | +28.2% | +22.2% | +29.6% |
| 1Y | +67.5% | +32.2% | +35.4% | +42.0% |
| 3Y | +146.0% | +35.5% | +110.5% | +102.8% |
| 5Y | +64.5% | +26.8% | +37.8% | +37.7% |
| All | +778.3% | +255.9% | +522.4% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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