+1,258.4%
NET vs KEYS
+163.1%
+1,095.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -8.8% | +0.6% | -2.2% |
| 7D | -21.2% | -21.0% | -0.2% | -7.2% |
| 30D | -31.1% | -32.8% | +1.7% | -9.5% |
| 3M | -16.5% | -22.4% | +5.9% | -1.9% |
| 6M | 0.0% | -26.8% | +26.8% | +18.6% |
| YTD | +24.0% | +28.3% | -4.2% | -10.2% |
| 1Y | +7.0% | +40.2% | -33.2% | -28.5% |
| 3Y | +279.6% | +107.2% | +172.3% | +72.4% |
| 5Y | +24.0% | +41.9% | -17.9% | -19.3% |
| All | +1,258.4% | +163.1% | +1,095.3% | +542.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling