+90.1%
KEYS vs MDY
+46.3%
+43.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.1% |
| 7D | +3.5% | -1.9% | +5.3% | +5.7% |
| 30D | -4.5% | -4.6% | +0.2% | +1.0% |
| 3M | -0.4% | -1.2% | +0.8% | +1.5% |
| 6M | +19.1% | +9.2% | +9.9% | +9.1% |
| YTD | +66.7% | +13.1% | +53.6% | +47.7% |
| 1Y | +96.5% | +13.0% | +83.5% | +74.7% |
| 3Y | +155.2% | +49.2% | +105.9% | +73.2% |
| All | +90.1% | +46.3% | +43.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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