+127.4%
KEYS vs MNDY
-49.8%
+177.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.7% |
| 7D | +3.5% | -4.6% | +8.1% | +4.1% |
| 30D | -4.5% | +1.0% | -5.5% | -5.1% |
| 3M | -0.4% | +9.1% | -9.5% | -3.0% |
| 6M | +19.1% | +14.2% | +4.9% | +13.7% |
| YTD | +66.7% | -41.1% | +107.8% | +76.4% |
| 1Y | +96.5% | -54.7% | +151.2% | +116.7% |
| 3Y | +155.2% | -50.6% | +205.7% | +167.5% |
| 5Y | +88.0% | -76.7% | +164.6% | +88.1% |
| All | +127.4% | -49.8% | +177.2% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling