+160.2%
KNX vs KEYS
+1,049.9%
-889.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -3.0% |
| 7D | -5.6% | +3.5% | -9.1% | -6.9% |
| 30D | -4.4% | -4.5% | +0.1% | -2.9% |
| 3M | -17.3% | -0.4% | -16.9% | -17.9% |
| 6M | +22.6% | +19.1% | +3.5% | +13.1% |
| YTD | +31.1% | +66.7% | -35.5% | +4.9% |
| 1Y | +60.2% | +96.5% | -36.3% | +19.3% |
| 3Y | +35.8% | +155.2% | -119.4% | -9.9% |
| 5Y | +38.9% | +88.0% | -49.1% | +0.7% |
| All | +160.2% | +1,049.9% | -889.7% | +2.6% |
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 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