+100.1%
KEYS vs PL
+40.9%
+59.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | +9.4% | +10.0% | -0.7% | +7.8% |
| 30D | -16.8% | -2.3% | -14.5% | -16.5% |
| 3M | -15.9% | -44.2% | +28.3% | -9.0% |
| 6M | -17.6% | -66.1% | +48.5% | -5.9% |
| YTD | +46.5% | -30.0% | +76.5% | +48.6% |
| 1Y | +66.9% | +21.0% | +45.9% | +55.6% |
| 3Y | +141.4% | +516.5% | -375.1% | +61.2% |
| 5Y | +59.5% | +32.0% | +27.5% | +15.9% |
| All | +100.1% | +40.9% | +59.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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