+1,245.2%
MU vs KEYS
+87.1%
+1,158.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 3M | -2.1% | -0.4% | -1.6% | +0.3% |
| 6M | +133.1% | +19.1% | +113.9% | +110.0% |
| YTD | +241.9% | +66.7% | +175.2% | +127.0% |
| 1Y | +548.8% | +96.5% | +452.3% | +274.6% |
| 3Y | +1,308.2% | +155.2% | +1,153.0% | +563.4% |
| All | +1,245.2% | +87.1% | +1,158.1% | +652.2% |
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