+975.1%
KEYS vs M
-10.0%
+985.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.9% |
| 7D | +0.9% | -8.8% | +9.7% | +2.3% |
| 30D | -5.3% | -16.4% | +11.1% | -2.7% |
| 3M | +0.5% | -10.8% | +11.3% | +1.9% |
| 6M | +14.0% | +16.1% | -2.1% | +10.8% |
| YTD | +60.3% | -5.3% | +65.5% | +60.1% |
| 1Y | +91.3% | +24.9% | +66.5% | +83.2% |
| 3Y | +146.1% | +97.5% | +48.6% | +113.6% |
| 5Y | +80.8% | +20.4% | +60.4% | +63.3% |
| All | +975.1% | -10.0% | +985.1% | +852.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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