+227.5%
LOW vs KEYS
+1,049.9%
-822.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.2% |
| 7D | -3.7% | +3.5% | -7.2% | -4.9% |
| 30D | -8.9% | -4.5% | -4.4% | -7.7% |
| 3M | -10.4% | -0.4% | -10.0% | -11.6% |
| 6M | -19.4% | +19.1% | -38.5% | -26.0% |
| YTD | -17.1% | +66.7% | -83.8% | -34.1% |
| 1Y | -26.3% | +96.5% | -122.7% | -45.4% |
| 3Y | -9.9% | +155.2% | -165.0% | -41.7% |
| 5Y | +6.1% | +88.0% | -81.9% | -23.9% |
| All | +227.5% | +1,049.9% | -822.4% | +27.8% |
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