+3,354.9%
MU vs KEYS
+1,095.1%
+2,259.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.1% |
| 7D | +7.2% | +4.4% | +2.7% | +3.6% |
| 30D | +14.0% | -2.2% | +16.2% | +15.9% |
| 3M | +5.4% | +0.5% | +4.8% | +7.6% |
| 6M | +170.3% | +22.4% | +147.9% | +140.3% |
| YTD | +250.7% | +64.1% | +186.6% | +141.8% |
| 1Y | +662.1% | +97.0% | +565.2% | +357.0% |
| 3Y | +1,341.2% | +152.0% | +1,189.2% | +624.3% |
| 5Y | +1,319.3% | +83.7% | +1,235.6% | +778.5% |
| 10Y | +5,778.3% | +997.9% | +4,780.4% | +939.5% |
| All | +3,354.9% | +1,095.1% | +2,259.9% | +494.0% |
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