+929.3%
KEYS vs TRU
+226.0%
+703.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +2.9% | -6.5% | +9.4% | +5.3% |
| 30D | -1.3% | -2.5% | +1.2% | -0.9% |
| 3M | -0.1% | +10.4% | -10.5% | -5.8% |
| 6M | +17.4% | +1.6% | +15.7% | +13.2% |
| YTD | +62.9% | -9.7% | +72.6% | +62.8% |
| 1Y | +95.7% | -17.3% | +113.0% | +101.4% |
| 3Y | +150.2% | -1.8% | +152.0% | +129.7% |
| 5Y | +83.1% | -36.2% | +119.3% | +97.8% |
| 10Y | +1,020.9% | +143.2% | +877.7% | +614.0% |
| All | +929.3% | +226.0% | +703.2% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling