+403.0%
RF vs KEYS
+1,072.8%
-669.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +1.3% | +2.3% | -0.9% | +0.4% |
| 30D | -3.6% | -2.6% | -1.0% | -2.8% |
| 3M | +8.1% | -4.6% | +12.7% | +8.5% |
| 6M | +11.5% | +8.7% | +2.7% | +4.6% |
| YTD | +15.6% | +61.0% | -45.5% | -11.3% |
| 1Y | +15.7% | +96.0% | -80.3% | -19.7% |
| 3Y | +86.9% | +144.4% | -57.5% | +14.2% |
| 5Y | +89.8% | +80.5% | +9.3% | +29.9% |
| 10Y | +344.7% | +974.9% | -630.2% | +33.0% |
| All | +403.0% | +1,072.8% | -669.8% | +51.6% |
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 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