+445.9%
KGC vs KEYS
+87.1%
+358.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.5% |
| 7D | -5.6% | +3.5% | -9.1% | -6.6% |
| 30D | +6.1% | -4.5% | +10.6% | +7.3% |
| 3M | +17.3% | -0.4% | +17.7% | +16.3% |
| 6M | -10.3% | +19.1% | -29.4% | -15.7% |
| YTD | +3.9% | +66.7% | -62.8% | -12.1% |
| 1Y | +25.7% | +96.5% | -70.7% | +1.0% |
| 3Y | +526.0% | +155.2% | +370.8% | +348.7% |
| All | +445.9% | +87.1% | +358.8% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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