+838.1%
ON vs KEYS
+1,067.2%
-229.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.2% |
| 7D | -4.7% | +0.9% | -5.7% | -5.6% |
| 30D | -13.5% | -5.3% | -8.2% | -9.7% |
| 3M | -36.3% | +0.5% | -36.8% | -35.3% |
| 6M | +17.8% | +14.0% | +3.7% | +9.0% |
| YTD | +29.6% | +60.3% | -30.7% | -13.1% |
| 1Y | +45.8% | +91.3% | -45.5% | -16.5% |
| 3Y | -28.3% | +146.1% | -174.5% | -66.8% |
| 5Y | +49.6% | +80.8% | -31.1% | -8.8% |
| 10Y | +583.9% | +1,002.8% | -418.9% | +30.1% |
| All | +838.1% | +1,067.2% | -229.1% | +73.9% |
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 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