+451.6%
MAR vs KEYS
+1,067.2%
-615.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -5.7% | -5.3% | -0.4% | -4.1% |
| 3M | -14.6% | +0.5% | -15.1% | -16.1% |
| 6M | +1.3% | +14.0% | -12.7% | -5.5% |
| YTD | +6.7% | +60.3% | -53.6% | -14.1% |
| 1Y | +26.4% | +91.3% | -64.9% | -5.7% |
| 3Y | +64.7% | +146.1% | -81.4% | +9.4% |
| 5Y | +153.1% | +80.8% | +72.3% | +84.9% |
| 10Y | +437.9% | +1,002.8% | -564.9% | +103.1% |
| All | +451.6% | +1,067.2% | -615.6% | +119.4% |
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