+80.8%
KEYS vs IT
-46.1%
+126.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | +0.9% | -12.7% | +13.6% | +3.9% |
| 30D | -5.3% | -8.9% | +3.6% | -3.8% |
| 3M | +0.5% | +10.1% | -9.6% | -4.1% |
| 6M | +14.0% | +7.3% | +6.8% | +7.6% |
| YTD | +60.3% | -32.4% | +92.6% | +79.2% |
| 1Y | +91.3% | -26.6% | +118.0% | +104.3% |
| 3Y | +146.1% | -51.8% | +198.0% | +211.4% |
| 5Y | +80.8% | -45.6% | +126.4% | +102.7% |
| All | +80.8% | -46.1% | +126.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling