+1,311.3%
MU vs KEYS
+144.6%
+1,166.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -3.4% |
| 7D | +2.0% | +0.9% | +1.1% | +1.2% |
| 30D | +12.5% | -5.3% | +17.8% | +18.0% |
| 3M | +9.6% | +0.5% | +9.1% | +12.2% |
| 6M | +142.6% | +14.0% | +128.6% | +127.3% |
| YTD | +242.7% | +60.3% | +182.4% | +132.4% |
| 1Y | +599.3% | +91.3% | +507.9% | +302.6% |
| All | +1,311.3% | +144.6% | +1,166.7% | +572.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling