+798.8%
KEYS vs P
+504.9%
+293.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +4.4% |
| 7D | -3.3% | -9.6% | +6.3% | -0.6% |
| 30D | -24.5% | -33.4% | +8.9% | -15.6% |
| 3M | -15.3% | +14.2% | -29.5% | -19.1% |
| 6M | -19.8% | +31.6% | -51.4% | -27.2% |
| YTD | +42.2% | +53.5% | -11.3% | +22.5% |
| 1Y | +59.8% | +14.2% | +45.6% | +46.1% |
| 3Y | +137.0% | +190.5% | -53.5% | +56.2% |
| 5Y | +55.5% | +256.3% | -200.9% | -5.9% |
| 10Y | +755.4% | +707.9% | +47.6% | +301.7% |
| All | +798.8% | +504.9% | +293.9% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling