+49.4%
KMI vs KEYS
+1,113.8%
-1,064.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.3% |
| 7D | -1.7% | +3.5% | -5.2% | -2.6% |
| 30D | -2.7% | -4.5% | +1.7% | -1.7% |
| 3M | -0.7% | -0.4% | -0.3% | -1.5% |
| 6M | -5.0% | +19.1% | -24.1% | -10.9% |
| YTD | +15.5% | +66.7% | -51.2% | -3.2% |
| 1Y | +16.4% | +96.5% | -80.0% | -7.7% |
| 3Y | +114.2% | +155.2% | -41.0% | +51.1% |
| 5Y | +153.3% | +88.0% | +65.3% | +92.5% |
| 10Y | +132.4% | +1,046.8% | -914.3% | -19.5% |
| All | +49.4% | +1,113.8% | -1,064.4% | -51.5% |
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