+32.6%
NET vs KEYS
+55.4%
-22.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | +2.2% |
| 7D | -16.4% | -14.8% | -1.6% | -5.4% |
| 30D | -25.8% | -25.6% | -0.3% | -7.2% |
| 3M | -11.5% | -16.2% | +4.7% | -0.4% |
| 6M | +18.9% | -18.6% | +37.6% | +31.9% |
| YTD | +35.2% | +40.7% | -5.5% | -16.5% |
| 1Y | +14.5% | +59.6% | -45.2% | -38.7% |
| 3Y | +313.8% | +127.3% | +186.5% | +29.3% |
| 5Y | +32.6% | +53.6% | -21.1% | -22.9% |
| All | +32.6% | +55.4% | -22.8% | -22.9% |
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