+975.1%
KEYS vs CP
+230.5%
+744.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -0.9% |
| 7D | +0.9% | -2.7% | +3.6% | +2.4% |
| 30D | -5.3% | -3.4% | -1.9% | -3.6% |
| 3M | +0.5% | -0.6% | +1.1% | +0.2% |
| 6M | +14.0% | +6.3% | +7.7% | +9.4% |
| YTD | +60.3% | +21.2% | +39.1% | +43.1% |
| 1Y | +91.3% | +20.0% | +71.3% | +71.4% |
| 3Y | +146.1% | +18.7% | +127.4% | +119.0% |
| 5Y | +80.8% | +34.8% | +46.0% | +47.0% |
| All | +975.1% | +230.5% | +744.6% | +420.2% |
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