+338.3%
SU vs KEYS
+87.1%
+251.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.9% |
| 7D | +2.2% | +3.5% | -1.3% | +1.6% |
| 30D | +8.4% | -4.5% | +12.9% | +9.2% |
| 3M | +12.1% | -0.4% | +12.5% | +11.5% |
| 6M | +19.7% | +19.1% | +0.5% | +13.9% |
| YTD | +58.4% | +66.7% | -8.3% | +38.0% |
| 1Y | +67.2% | +96.5% | -29.2% | +39.1% |
| 3Y | +125.0% | +155.2% | -30.1% | +69.2% |
| All | +338.3% | +87.1% | +251.2% | +263.1% |
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