+850.7%
KEYS vs P
+526.5%
+324.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.4% | +3.6% |
| 7D | +6.9% | -4.7% | +11.6% | +8.3% |
| 30D | -19.1% | -31.4% | +12.3% | -10.3% |
| 3M | -11.1% | -2.6% | -8.4% | -11.1% |
| 6M | -16.6% | +21.9% | -38.5% | -22.6% |
| YTD | +50.4% | +58.9% | -8.5% | +28.3% |
| 1Y | +67.5% | +21.7% | +45.8% | +50.6% |
| 3Y | +146.0% | +193.3% | -47.3% | +61.6% |
| 5Y | +64.5% | +275.1% | -210.6% | -1.9% |
| 10Y | +784.1% | +655.3% | +128.8% | +316.7% |
| All | +850.7% | +526.5% | +324.2% | +353.8% |
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