+145.8%
O vs KEYS
+1,086.4%
-940.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.3% | +2.9% | -5.2% | -2.7% |
| 30D | -2.4% | -1.3% | -1.1% | -2.4% |
| 3M | -0.6% | -0.1% | -0.5% | -1.3% |
| 6M | -5.0% | +17.4% | -22.4% | -8.5% |
| YTD | +10.4% | +62.9% | -52.5% | -0.4% |
| 1Y | +6.6% | +95.7% | -89.2% | -7.4% |
| 3Y | +28.4% | +150.2% | -121.8% | +3.9% |
| 5Y | +15.3% | +83.1% | -67.8% | -2.0% |
| 10Y | +55.3% | +1,020.9% | -965.6% | +4.8% |
| All | +145.8% | +1,086.4% | -940.6% | +77.0% |
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