+755.4%
KEYS vs P
+652.0%
+103.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.6% |
| 7D | +9.4% | +11.6% | -2.2% | +5.9% |
| 30D | -16.8% | -23.7% | +6.9% | -9.9% |
| 3M | -15.9% | -8.0% | -7.9% | -14.5% |
| 6M | -17.6% | +27.9% | -45.5% | -25.0% |
| YTD | +46.5% | +61.2% | -14.7% | +23.0% |
| 1Y | +66.9% | +28.6% | +38.3% | +46.3% |
| 3Y | +141.4% | +200.5% | -59.1% | +51.4% |
| 5Y | +59.5% | +282.9% | -223.4% | -10.2% |
| All | +755.4% | +652.0% | +103.4% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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