+1,071.7%
KEYS vs INDA
+85.5%
+986.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.2% |
| 7D | +2.9% | -2.6% | +5.5% | +4.5% |
| 30D | -1.3% | -2.9% | +1.6% | +0.4% |
| 3M | -0.1% | +2.4% | -2.5% | -1.5% |
| 6M | +17.4% | -2.6% | +20.0% | +19.1% |
| YTD | +62.9% | -10.0% | +72.9% | +72.9% |
| 1Y | +95.7% | -7.7% | +103.4% | +104.4% |
| 3Y | +150.2% | +8.9% | +141.3% | +137.8% |
| 5Y | +83.1% | +6.0% | +77.1% | +77.0% |
| 10Y | +1,020.9% | +84.4% | +936.5% | +680.5% |
| All | +1,071.7% | +85.5% | +986.2% | +694.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 all: compounded portfolio wealth divided by compounded INDA 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…
all analysis · Full analysis span regression · 6 months rolling