+149.4%
MAR vs KEYS
+87.1%
+62.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -1.7% |
| 30D | -5.4% | -4.5% | -0.9% | -4.2% |
| 3M | -15.5% | -0.4% | -15.1% | -16.6% |
| 6M | +3.0% | +19.1% | -16.2% | -5.9% |
| YTD | +8.5% | +66.7% | -58.1% | -15.6% |
| 1Y | +26.0% | +96.5% | -70.5% | -9.9% |
| 3Y | +68.6% | +155.2% | -86.6% | +3.8% |
| All | +149.4% | +87.1% | +62.3% | +71.3% |
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