+110.1%
KEYS vs MULL
+2,337.2%
-2,227.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | +3.5% | -8.4% | +11.9% | +4.7% |
| 30D | -4.5% | +9.7% | -14.2% | -6.2% |
| 3M | -0.4% | -26.8% | +26.3% | -0.6% |
| 6M | +19.1% | +220.7% | -201.6% | -8.4% |
| YTD | +66.7% | +509.0% | -442.4% | +13.1% |
| 1Y | +96.5% | +1,739.5% | -1,643.1% | +7.3% |
| All | +110.1% | +2,337.2% | -2,227.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling