+123.7%
MS vs KEYS
+63.7%
+60.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | -0.3% |
| 7D | -1.7% | +6.9% | -8.7% | -4.4% |
| 30D | +0.9% | -19.1% | +20.0% | +9.1% |
| 3M | -10.8% | -11.1% | +0.2% | -7.6% |
| 6M | +0.9% | -16.6% | +17.5% | +6.3% |
| YTD | +9.8% | +50.4% | -40.6% | -12.8% |
| 1Y | +17.1% | +67.5% | -50.4% | -11.9% |
| 3Y | +175.7% | +146.0% | +29.7% | +66.4% |
| All | +123.7% | +63.7% | +60.0% | +47.6% |
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