-74.2%
OPEN vs KEYS
+225.7%
-299.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.3% | -4.1% |
| 7D | -11.4% | +3.5% | -14.9% | -14.4% |
| 30D | -20.1% | -4.5% | -15.6% | -17.2% |
| 3M | -37.6% | -0.4% | -37.2% | -39.6% |
| 6M | -47.1% | +19.1% | -66.2% | -58.6% |
| YTD | -52.1% | +66.7% | -118.8% | -75.4% |
| 1Y | -73.5% | +96.5% | -169.9% | -88.8% |
| 3Y | -24.4% | +155.2% | -179.5% | -77.6% |
| 5Y | -85.1% | +88.0% | -173.1% | -93.7% |
| All | -74.2% | +225.7% | -299.9% | -91.8% |
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