+104.5%
KEYS vs PL
+41.8%
+62.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | +16.7% | +22.3% | -5.5% | +13.3% |
| 30D | -17.8% | -8.3% | -9.5% | -16.8% |
| 3M | -14.2% | -43.3% | +29.1% | -7.4% |
| 6M | -15.9% | -65.8% | +50.0% | -4.1% |
| YTD | +49.7% | -29.5% | +79.2% | +51.7% |
| 1Y | +65.3% | +11.7% | +53.6% | +55.8% |
| 3Y | +144.9% | +540.6% | -395.7% | +62.6% |
| 5Y | +63.0% | +32.9% | +30.1% | +18.3% |
| All | +104.5% | +41.8% | +62.7% | +43.4% |
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