+1,098.7%
KEYS vs NYT
+514.9%
+583.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | -4.5% | +4.6% | -9.1% | -5.9% |
| 3M | -0.4% | -9.6% | +9.2% | +1.6% |
| 6M | +19.1% | -14.0% | +33.1% | +23.2% |
| YTD | +66.7% | -2.8% | +69.5% | +64.9% |
| 1Y | +96.5% | +15.6% | +80.9% | +82.6% |
| 3Y | +155.2% | +56.3% | +98.8% | +109.5% |
| 5Y | +88.0% | +39.5% | +48.5% | +55.8% |
| 10Y | +1,046.8% | +488.0% | +558.7% | +441.2% |
| All | +1,098.7% | +514.9% | +583.8% | +469.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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