+192.9%
KO vs KEYS
+1,067.2%
-874.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +1.6% | -5.3% | +6.8% | +2.1% |
| 3M | +5.8% | +0.5% | +5.2% | +5.0% |
| 6M | +14.3% | +14.0% | +0.2% | +11.1% |
| YTD | +27.3% | +60.3% | -33.0% | +16.9% |
| 1Y | +33.2% | +91.3% | -58.2% | +18.4% |
| 3Y | +64.5% | +146.1% | -81.7% | +36.8% |
| 5Y | +83.1% | +80.8% | +2.3% | +59.2% |
| 10Y | +183.9% | +1,002.8% | -818.9% | +76.1% |
| All | +192.9% | +1,067.2% | -874.3% | +84.7% |
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