+1,098.7%
KEYS vs MKTX
+191.8%
+906.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 6M | +19.1% | -8.0% | +27.1% | +20.3% |
| YTD | +66.7% | -8.7% | +75.4% | +68.4% |
| 1Y | +96.5% | -11.8% | +108.3% | +99.6% |
| 3Y | +155.2% | -24.0% | +179.2% | +160.0% |
| 5Y | +88.0% | -60.3% | +148.3% | +122.2% |
| 10Y | +1,046.8% | +5.0% | +1,041.8% | +957.0% |
| All | +1,098.7% | +191.8% | +906.9% | +822.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling