+1,342.1%
MSCI vs KEYS
+1,095.1%
+247.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.5% |
| 7D | -2.1% | +4.4% | -6.5% | -3.8% |
| 30D | -1.7% | -2.2% | +0.5% | -1.3% |
| 3M | -8.2% | +0.5% | -8.8% | -10.6% |
| 6M | -2.4% | +22.4% | -24.8% | -14.1% |
| YTD | -2.8% | +64.1% | -66.9% | -26.7% |
| 1Y | -2.7% | +97.0% | -99.6% | -33.3% |
| 3Y | +7.3% | +152.0% | -144.7% | -37.9% |
| 5Y | -11.4% | +83.7% | -95.2% | -40.2% |
| 10Y | +605.8% | +997.9% | -392.0% | +138.8% |
| All | +1,342.1% | +1,095.1% | +247.1% | +397.9% |
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 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