+1,098.7%
KEYS vs MOH
+360.7%
+738.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.7% |
| 7D | +3.5% | +1.7% | +1.8% | +3.2% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | -0.4% | +5.7% | -6.1% | -1.8% |
| 6M | +19.1% | +39.1% | -20.0% | +11.6% |
| YTD | +66.7% | +17.7% | +49.0% | +58.3% |
| 1Y | +96.5% | +8.4% | +88.1% | +88.0% |
| 3Y | +155.2% | -36.6% | +191.7% | +160.0% |
| 5Y | +88.0% | -19.1% | +107.1% | +79.7% |
| 10Y | +1,046.8% | +262.8% | +783.9% | +709.9% |
| All | +1,098.7% | +360.7% | +738.0% | +657.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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