+1,018.0%
KEYS vs TRU
+147.2%
+870.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.6% |
| 7D | +3.5% | -2.7% | +6.2% | +4.5% |
| 30D | -4.5% | -2.0% | -2.4% | -4.2% |
| 3M | -0.4% | +18.4% | -18.9% | -8.6% |
| 6M | +19.1% | +8.9% | +10.3% | +11.8% |
| YTD | +66.7% | -8.9% | +75.6% | +66.1% |
| 1Y | +96.5% | -15.9% | +112.3% | +101.1% |
| 3Y | +155.2% | -1.1% | +156.2% | +133.4% |
| 5Y | +88.0% | -35.2% | +123.2% | +103.3% |
| All | +1,018.0% | +147.2% | +870.8% | +636.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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