+69.5%
T vs KEYS
+87.1%
-17.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +1.9% |
| 7D | +1.5% | +3.5% | -2.0% | +1.4% |
| 30D | +7.5% | -4.5% | +11.9% | +7.6% |
| 3M | +14.8% | -0.4% | +15.2% | +14.7% |
| 6M | -1.7% | +19.1% | -20.9% | -2.8% |
| YTD | +8.7% | +66.7% | -58.0% | +5.1% |
| 1Y | -7.5% | +96.5% | -103.9% | -11.8% |
| 3Y | +110.2% | +155.2% | -44.9% | +90.8% |
| All | +69.5% | +87.1% | -17.6% | +49.6% |
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 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