+59.6%
KEYS vs MULL
+444.9%
-385.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -13.8% | +7.5% | -4.4% |
| 7D | -14.8% | -35.9% | +21.1% | -9.6% |
| 30D | -25.6% | -47.3% | +21.7% | -19.4% |
| 3M | -16.2% | -30.6% | +14.3% | -13.0% |
| 6M | -18.6% | +13.7% | -32.3% | -22.8% |
| YTD | +40.7% | +272.1% | -231.4% | +13.3% |
| 1Y | +59.6% | +475.1% | -415.5% | +20.2% |
| All | +59.6% | +444.9% | -385.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling