+46.4%
RF vs KEYS
+59.1%
-12.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.9% |
| 7D | +1.9% | +9.4% | -7.4% | -1.2% |
| 30D | +7.3% | -16.8% | +24.1% | +13.3% |
| 3M | -7.9% | -15.9% | +8.0% | -3.7% |
| 6M | +10.5% | -17.6% | +28.1% | +15.1% |
| YTD | +9.6% | +46.5% | -36.9% | -13.1% |
| 1Y | +20.3% | +66.9% | -46.6% | -10.7% |
| 3Y | +119.5% | +141.4% | -21.9% | +32.5% |
| All | +46.4% | +59.1% | -12.7% | -2.6% |
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