+443.2%
MNST vs KEYS
+1,095.1%
-651.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.0% |
| 7D | -4.1% | +4.4% | -8.5% | -5.1% |
| 30D | -4.5% | -2.2% | -2.3% | -4.2% |
| 3M | -2.5% | +0.5% | -3.0% | -3.6% |
| 6M | +14.1% | +22.4% | -8.2% | +6.8% |
| YTD | +12.6% | +64.1% | -51.5% | -3.4% |
| 1Y | +36.9% | +97.0% | -60.0% | +11.1% |
| 3Y | +53.1% | +152.0% | -98.9% | +12.0% |
| 5Y | +78.2% | +83.7% | -5.5% | +40.8% |
| 10Y | +240.4% | +997.9% | -757.5% | +73.4% |
| All | +443.2% | +1,095.1% | -651.9% | +192.7% |
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