+1,080.2%
KEYS vs TECH
+246.9%
+833.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +4.4% | +0.2% | +4.3% | +4.4% |
| 30D | -2.2% | +0.1% | -2.4% | -2.3% |
| 3M | +0.5% | +37.5% | -36.9% | -12.2% |
| 6M | +22.4% | +34.6% | -12.2% | +4.8% |
| YTD | +64.1% | +23.5% | +40.6% | +45.4% |
| 1Y | +97.0% | +34.4% | +62.6% | +66.9% |
| 3Y | +152.0% | +2.3% | +149.7% | +129.4% |
| 5Y | +83.7% | -41.7% | +125.5% | +110.2% |
| 10Y | +997.9% | +177.6% | +820.2% | +479.1% |
| All | +1,080.2% | +246.9% | +833.3% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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