+90.1%
KEYS vs MKTX
-60.5%
+150.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -4.5% | +0.7% | -5.2% | -4.6% |
| 3M | -0.4% | +40.8% | -41.2% | -6.3% |
| 6M | +19.1% | -8.0% | +27.1% | +20.9% |
| YTD | +66.7% | -8.7% | +75.4% | +69.2% |
| 1Y | +96.5% | -11.8% | +108.3% | +100.5% |
| 3Y | +155.2% | -24.0% | +179.2% | +159.6% |
| All | +90.1% | -60.5% | +150.5% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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