+335.4%
RF vs KEYS
+1,005.8%
-670.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | -4.3% | -5.3% | +1.0% | -2.3% |
| 3M | +5.9% | +0.5% | +5.3% | +3.9% |
| 6M | +14.1% | +14.0% | +0.1% | +4.9% |
| YTD | +13.8% | +60.3% | -46.5% | -12.8% |
| 1Y | +15.2% | +91.3% | -76.1% | -19.4% |
| 3Y | +90.6% | +146.1% | -55.6% | +15.2% |
| 5Y | +88.9% | +80.8% | +8.1% | +28.3% |
| All | +335.4% | +1,005.8% | -670.4% | +24.5% |
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