+50.9%
KMB vs KEYS
+1,095.1%
-1,044.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | -2.7% | +4.4% | -7.2% | -3.2% |
| 30D | -5.0% | -2.2% | -2.8% | -4.9% |
| 3M | +6.6% | +0.5% | +6.0% | +6.0% |
| 6M | +1.0% | +22.4% | -21.4% | -2.2% |
| YTD | +6.0% | +64.1% | -58.1% | -1.5% |
| 1Y | -16.6% | +97.0% | -113.6% | -24.5% |
| 3Y | -8.6% | +152.0% | -160.7% | -21.5% |
| 5Y | -10.9% | +83.7% | -94.6% | -20.5% |
| 10Y | +16.8% | +997.9% | -981.0% | -23.1% |
| All | +50.9% | +1,095.1% | -1,044.2% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling