+50.8%
NDAQ vs KEYS
+87.1%
-36.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.5% | -1.5% |
| 7D | -5.6% | +3.5% | -9.0% | -6.3% |
| 30D | -4.4% | -4.5% | +0.1% | -3.5% |
| 3M | +5.9% | -0.4% | +6.3% | +4.9% |
| 6M | +7.7% | +19.1% | -11.4% | +0.5% |
| YTD | -5.2% | +66.7% | -71.8% | -21.4% |
| 1Y | -3.4% | +96.5% | -99.8% | -24.7% |
| 3Y | +85.6% | +155.2% | -69.5% | +27.2% |
| All | +50.8% | +87.1% | -36.3% | +15.4% |
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