+1,052.7%
KEYS vs MDY
+225.3%
+827.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.7% |
| 7D | +0.9% | -2.5% | +3.5% | +3.4% |
| 30D | -5.3% | -5.0% | -0.2% | -0.3% |
| 3M | +0.5% | +0.5% | +0.1% | +0.6% |
| 6M | +14.0% | +8.0% | +6.0% | +7.0% |
| YTD | +60.3% | +12.2% | +48.1% | +45.7% |
| 1Y | +91.3% | +14.0% | +77.3% | +71.8% |
| 3Y | +146.1% | +48.2% | +98.0% | +77.1% |
| 5Y | +80.8% | +46.1% | +34.7% | +31.9% |
| 10Y | +1,002.8% | +173.8% | +829.0% | +345.2% |
| All | +1,052.7% | +225.3% | +827.4% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling