+67.6%
MA vs KEYS
+79.0%
-11.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | +0.7% | -5.3% | +6.0% | +1.7% |
| 3M | +15.8% | +0.5% | +15.3% | +14.2% |
| 6M | +10.2% | +14.0% | -3.8% | +3.6% |
| YTD | -0.5% | +60.3% | -60.7% | -17.6% |
| 1Y | -1.8% | +91.3% | -93.1% | -24.2% |
| 3Y | +38.7% | +146.1% | -107.4% | -7.9% |
| 5Y | +67.6% | +80.8% | -13.1% | +24.2% |
| All | +67.6% | +79.0% | -11.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling