+981.9%
KEYS vs M
-27.3%
+1,009.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +6.9% | -3.3% | +10.2% | +7.5% |
| 30D | -19.1% | +8.1% | -27.2% | -20.2% |
| 3M | -11.1% | +2.2% | -13.3% | -11.8% |
| 6M | -16.6% | +35.1% | -51.7% | -21.1% |
| YTD | +50.4% | +15.8% | +34.6% | +45.2% |
| 1Y | +67.5% | +25.8% | +41.7% | +59.6% |
| 3Y | +146.0% | +156.2% | -10.3% | +104.6% |
| 5Y | +64.5% | -2.4% | +66.9% | +51.1% |
| 10Y | +784.1% | -7.1% | +791.2% | +665.4% |
| All | +981.9% | -27.3% | +1,009.2% | +893.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling