+1.2%
NOW vs KEYS
+79.0%
-77.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.6% |
| 7D | -9.9% | +0.9% | -10.8% | -10.3% |
| 30D | +2.8% | -5.3% | +8.1% | +4.3% |
| 3M | +23.7% | +0.5% | +23.2% | +19.6% |
| 6M | +12.5% | +14.0% | -1.6% | -0.7% |
| YTD | -14.4% | +60.3% | -74.6% | -40.5% |
| 1Y | -29.0% | +91.3% | -120.3% | -56.5% |
| 3Y | +9.3% | +146.1% | -136.8% | -47.5% |
| 5Y | +1.2% | +80.8% | -79.6% | -37.4% |
| All | +1.2% | +79.0% | -77.8% | -37.4% |
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