+70.3%
T vs KEYS
+1,049.9%
-979.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +1.5% |
| 7D | +1.5% | +3.5% | -2.0% | +1.0% |
| 30D | +7.5% | -4.5% | +11.9% | +8.0% |
| 3M | +14.8% | -0.4% | +15.2% | +14.2% |
| 6M | -1.7% | +19.1% | -20.9% | -5.3% |
| YTD | +8.7% | +66.7% | -58.0% | -1.7% |
| 1Y | -7.5% | +96.5% | -103.9% | -19.0% |
| 3Y | +110.2% | +155.2% | -44.9% | +69.7% |
| 5Y | +71.6% | +88.0% | -16.3% | +45.5% |
| All | +70.3% | +1,049.9% | -979.6% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling