+90.1%
KEYS vs TRU
-35.6%
+125.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.5% | -2.7% | +6.2% | +4.4% |
| 30D | -4.5% | -2.0% | -2.4% | -4.3% |
| 3M | -0.4% | +18.4% | -18.9% | -7.9% |
| 6M | +19.1% | +8.9% | +10.3% | +12.6% |
| YTD | +66.7% | -8.9% | +75.6% | +66.7% |
| 1Y | +96.5% | -15.9% | +112.3% | +101.8% |
| 3Y | +155.2% | -1.1% | +156.2% | +139.0% |
| All | +90.1% | -35.6% | +125.7% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling