+1,058.3%
KEYS vs ROP
+204.1%
+854.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +3.3% |
| 7D | +2.3% | -4.4% | +6.7% | +4.7% |
| 30D | -2.6% | +3.2% | -5.9% | -4.7% |
| 3M | -4.6% | +23.1% | -27.7% | -17.1% |
| 6M | +8.7% | +13.3% | -4.6% | -1.9% |
| YTD | +61.0% | -7.9% | +68.9% | +63.4% |
| 1Y | +96.0% | -22.1% | +118.0% | +120.8% |
| 3Y | +144.4% | -16.8% | +161.2% | +163.4% |
| 5Y | +80.5% | -13.5% | +94.0% | +88.1% |
| 10Y | +974.9% | +137.7% | +837.2% | +491.8% |
| All | +1,058.3% | +204.1% | +854.2% | +472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling