+79.7%
MNST vs KEYS
+79.0%
+0.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -2.2% | +0.9% | -3.2% | -2.4% |
| 30D | -5.4% | -5.3% | -0.1% | -4.7% |
| 3M | -5.5% | +0.5% | -6.0% | -6.4% |
| 6M | +12.4% | +14.0% | -1.7% | +8.3% |
| YTD | +12.4% | +60.3% | -47.9% | +0.4% |
| 1Y | +37.2% | +91.3% | -54.2% | +17.1% |
| 3Y | +52.9% | +146.1% | -93.3% | +18.0% |
| 5Y | +79.7% | +80.8% | -1.1% | +50.9% |
| All | +79.7% | +79.0% | +0.7% | +50.9% |
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