+110.9%
KEYS vs S
-56.9%
+167.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -5.3% | -11.8% | +6.5% | -3.3% |
| 3M | +0.5% | +33.9% | -33.4% | -5.8% |
| 6M | +14.0% | +40.1% | -26.1% | +4.7% |
| YTD | +60.3% | +32.1% | +28.2% | +48.2% |
| 1Y | +91.3% | +11.0% | +80.3% | +82.8% |
| 3Y | +146.1% | +16.9% | +129.2% | +127.6% |
| 5Y | +80.8% | -68.9% | +149.7% | +88.3% |
| All | +110.9% | -56.9% | +167.8% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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