+45.8%
MNST vs KEYS
+55.9%
-10.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.3% | +9.6% | +3.2% |
| 7D | +6.8% | -14.8% | +21.6% | +6.5% |
| 30D | +12.0% | -25.6% | +37.6% | +11.9% |
| 3M | +3.5% | -16.2% | +19.8% | +3.1% |
| 6M | +29.7% | -18.6% | +48.3% | +29.4% |
| YTD | +27.2% | +40.7% | -13.5% | +25.0% |
| 1Y | +45.8% | +59.6% | -13.8% | +43.1% |
| All | +45.8% | +55.9% | -10.1% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling