+1,449.6%
NET vs KEYS
+230.4%
+1,219.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -3.0% |
| 7D | -7.0% | +2.3% | -9.2% | -8.4% |
| 30D | -4.8% | -2.6% | -2.2% | -3.4% |
| 3M | +3.8% | -4.6% | +8.5% | +4.8% |
| 6M | +50.0% | +8.7% | +41.3% | +33.2% |
| YTD | +41.5% | +61.0% | -19.6% | -11.5% |
| 1Y | +32.8% | +96.0% | -63.2% | -30.0% |
| 3Y | +335.9% | +144.4% | +191.5% | +81.9% |
| 5Y | +113.8% | +80.5% | +33.3% | +19.6% |
| All | +1,449.6% | +230.4% | +1,219.2% | +532.4% |
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 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