+737.4%
NDAQ vs KEYS
+1,086.4%
-349.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -1.6% | +2.9% | -4.5% | -2.4% |
| 30D | -1.5% | -1.3% | -0.2% | -1.3% |
| 3M | +8.0% | -0.1% | +8.2% | +6.7% |
| 6M | +7.7% | +17.4% | -9.6% | +0.4% |
| YTD | -2.3% | +62.9% | -65.2% | -19.0% |
| 1Y | +0.6% | +95.7% | -95.2% | -21.8% |
| 3Y | +90.9% | +150.2% | -59.3% | +33.4% |
| 5Y | +52.5% | +83.1% | -30.6% | +16.0% |
| 10Y | +380.3% | +1,020.9% | -640.7% | +123.4% |
| All | +737.4% | +1,086.4% | -349.1% | +304.7% |
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