+124.2%
KEYS vs PL
+81.7%
+42.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +4.4% | -7.5% | +12.0% | +5.5% |
| 30D | -2.2% | -25.6% | +23.4% | +1.8% |
| 3M | +0.5% | -45.6% | +46.2% | +8.6% |
| 6M | +22.4% | -29.5% | +51.9% | +24.9% |
| YTD | +64.1% | -9.7% | +73.8% | +60.9% |
| 1Y | +97.0% | +84.4% | +12.6% | +72.8% |
| 3Y | +152.0% | +550.0% | -398.0% | +66.9% |
| 5Y | +83.7% | +79.0% | +4.7% | +25.5% |
| All | +124.2% | +81.7% | +42.4% | +52.1% |
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