+917.8%
KEYS vs P
+485.4%
+432.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +2.3% | +6.5% | -4.3% | +0.4% |
| 30D | -2.6% | +18.8% | -21.5% | -7.8% |
| 3M | -4.6% | +26.7% | -31.4% | -11.4% |
| 6M | +8.7% | +62.2% | -53.4% | -6.5% |
| YTD | +61.0% | +48.5% | +12.5% | +40.4% |
| 1Y | +96.0% | +26.4% | +69.6% | +74.6% |
| 3Y | +144.4% | +159.4% | -15.0% | +66.5% |
| 5Y | +80.5% | +275.8% | -195.3% | +8.0% |
| 10Y | +974.9% | +732.0% | +242.9% | +405.9% |
| All | +917.8% | +485.4% | +432.4% | +396.5% |
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