+13.5%
KMB vs KEYS
+1,049.9%
-1,036.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.7% |
| 7D | -6.5% | +3.5% | -10.0% | -6.8% |
| 30D | -8.8% | -4.5% | -4.3% | -8.5% |
| 3M | -2.2% | -0.4% | -1.8% | -2.5% |
| 6M | +0.7% | +19.1% | -18.5% | -2.0% |
| YTD | +1.0% | +66.7% | -65.6% | -5.9% |
| 1Y | -20.3% | +96.5% | -116.8% | -27.6% |
| 3Y | -13.3% | +155.2% | -168.4% | -25.3% |
| 5Y | -12.9% | +88.0% | -100.9% | -22.3% |
| All | +13.5% | +1,049.9% | -1,036.4% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling