+133.4%
KR vs KEYS
+1,049.9%
-916.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.5% |
| 7D | -0.2% | +3.5% | -3.7% | -0.3% |
| 30D | +5.1% | -4.5% | +9.5% | +5.2% |
| 3M | -8.2% | -0.4% | -7.7% | -8.3% |
| 6M | -18.0% | +19.1% | -37.1% | -19.2% |
| YTD | -4.8% | +66.7% | -71.4% | -8.8% |
| 1Y | -11.0% | +96.5% | -107.5% | -16.0% |
| 3Y | +37.7% | +155.2% | -117.5% | +25.0% |
| 5Y | +52.8% | +88.0% | -35.2% | +42.1% |
| All | +133.4% | +1,049.9% | -916.5% | +77.9% |
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 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