+58.2%
KEYS vs ROP
+1.9%
+56.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.4% | +0.7% | +8.7% | +9.2% |
| 30D | -16.8% | +28.8% | -45.5% | -23.9% |
| 3M | -15.9% | +21.1% | -36.9% | -21.7% |
| 6M | -17.6% | +52.5% | -70.1% | -32.7% |
| YTD | +46.5% | +8.9% | +37.6% | +44.8% |
| 1Y | +66.9% | +8.2% | +58.7% | +65.6% |
| 3Y | +141.4% | -5.2% | +146.5% | +161.0% |
| All | +58.2% | +1.9% | +56.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling