+51.8%
MNST vs KEYS
+144.6%
-92.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -2.2% | +0.9% | -3.2% | -2.3% |
| 30D | -5.4% | -5.3% | -0.1% | -5.1% |
| 3M | -5.5% | +0.5% | -6.0% | -6.0% |
| 6M | +12.4% | +14.0% | -1.7% | +10.3% |
| YTD | +12.4% | +60.3% | -47.9% | +6.5% |
| 1Y | +37.2% | +91.3% | -54.2% | +27.1% |
| All | +51.8% | +144.6% | -92.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling