+87.0%
RF vs KEYS
+82.0%
+5.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.1% | +2.9% | -3.1% | -1.2% |
| 30D | -4.0% | -1.3% | -2.7% | -3.8% |
| 3M | +5.6% | -0.1% | +5.7% | +4.1% |
| 6M | +13.1% | +17.4% | -4.3% | +3.6% |
| YTD | +13.6% | +62.9% | -49.3% | -11.8% |
| 1Y | +16.0% | +95.7% | -79.8% | -18.0% |
| 3Y | +90.2% | +150.2% | -60.0% | +16.8% |
| 5Y | +87.0% | +83.1% | +3.9% | +25.2% |
| All | +87.0% | +82.0% | +5.0% | +25.2% |
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