+212.3%
SO vs KEYS
+1,086.4%
-874.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | -2.5% | -1.3% | -1.2% | -2.4% |
| 3M | -4.2% | -0.1% | -4.0% | -4.6% |
| 6M | -7.7% | +17.4% | -25.0% | -10.0% |
| YTD | +3.8% | +62.9% | -59.1% | -3.5% |
| 1Y | +0.1% | +95.7% | -95.7% | -9.5% |
| 3Y | +44.2% | +150.2% | -106.0% | +23.1% |
| 5Y | +57.9% | +83.1% | -25.2% | +40.3% |
| 10Y | +162.0% | +1,020.9% | -859.0% | +91.7% |
| All | +212.3% | +1,086.4% | -874.2% | +132.5% |
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 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