+755.4%
KEYS vs CP
+257.3%
+498.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +9.4% | +2.1% | +7.2% | +8.2% |
| 30D | -16.8% | +9.3% | -26.1% | -21.0% |
| 3M | -15.9% | +0.5% | -16.3% | -16.6% |
| 6M | -17.6% | +10.4% | -28.0% | -22.9% |
| YTD | +46.5% | +28.7% | +17.8% | +25.9% |
| 1Y | +66.9% | +33.2% | +33.7% | +40.9% |
| 3Y | +141.4% | +38.4% | +103.0% | +96.8% |
| 5Y | +59.5% | +26.2% | +33.3% | +33.9% |
| All | +755.4% | +257.3% | +498.1% | +298.6% |
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