+1,080.2%
KEYS vs IT
+134.6%
+945.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +4.0% |
| 7D | +4.4% | -9.1% | +13.6% | +7.1% |
| 30D | -2.2% | -7.0% | +4.8% | -0.9% |
| 3M | +0.5% | +7.6% | -7.1% | -4.7% |
| 6M | +22.4% | +2.1% | +20.3% | +15.9% |
| YTD | +64.1% | -31.6% | +95.7% | +78.2% |
| 1Y | +97.0% | -29.9% | +126.9% | +110.3% |
| 3Y | +152.0% | -51.3% | +203.3% | +205.1% |
| 5Y | +83.7% | -44.8% | +128.5% | +108.2% |
| 10Y | +997.9% | +91.4% | +906.5% | +602.8% |
| All | +1,080.2% | +134.6% | +945.7% | +610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling