+57.8%
SO vs KEYS
+87.1%
-29.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.6% | -0.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.2% |
| 30D | -5.0% | -4.5% | -0.5% | -4.9% |
| 3M | -5.8% | -0.4% | -5.4% | -5.8% |
| 6M | -7.9% | +19.1% | -27.1% | -8.8% |
| YTD | +2.4% | +66.7% | -64.2% | -0.4% |
| 1Y | -2.3% | +96.5% | -98.7% | -6.0% |
| 3Y | +41.9% | +155.2% | -113.3% | +30.9% |
| All | +57.8% | +87.1% | -29.3% | +48.0% |
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