+107.9%
MMM vs KEYS
+1,086.4%
-978.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | -2.6% | +2.9% | -5.5% | -3.5% |
| 30D | -9.3% | -1.3% | -8.0% | -9.1% |
| 3M | +5.6% | -0.1% | +5.7% | +4.6% |
| 6M | +9.5% | +17.4% | -7.9% | +2.4% |
| YTD | +4.1% | +62.9% | -58.8% | -13.9% |
| 1Y | +9.4% | +95.7% | -86.4% | -15.4% |
| 3Y | +101.0% | +150.2% | -49.2% | +40.5% |
| 5Y | +26.1% | +83.1% | -57.0% | -4.6% |
| 10Y | +54.7% | +1,020.9% | -966.2% | -31.7% |
| All | +107.9% | +1,086.4% | -978.5% | -6.8% |
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 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