+96.0%
KEYS vs PL
+45.6%
+50.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -4.5% | +5.6% | -10.1% | -5.3% |
| 30D | -23.9% | -16.9% | -6.9% | -21.9% |
| 3M | -13.1% | -38.2% | +25.1% | -7.4% |
| 6M | -19.1% | -63.4% | +44.3% | -8.6% |
| YTD | +43.4% | -27.6% | +71.1% | +44.8% |
| 1Y | +58.8% | +6.6% | +52.3% | +50.6% |
| 3Y | +134.6% | +557.6% | -423.0% | +55.2% |
| 5Y | +58.7% | +39.5% | +19.2% | +13.5% |
| All | +96.0% | +45.6% | +50.3% | +36.8% |
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