+548.8%
MU vs KEYS
+97.6%
+451.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -3.6% |
| 7D | -4.1% | +3.5% | -7.6% | -7.0% |
| 30D | +7.0% | -4.5% | +11.5% | +11.1% |
| 3M | -2.1% | -0.4% | -1.6% | +0.1% |
| 6M | +133.1% | +19.1% | +113.9% | +120.2% |
| YTD | +241.9% | +66.7% | +175.2% | +153.9% |
| 1Y | +548.8% | +96.5% | +452.3% | +332.1% |
| All | +548.8% | +97.6% | +451.1% | +332.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling