+120.8%
T vs KEYS
+1,086.4%
-965.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | -3.1% | +2.9% | -6.0% | -3.5% |
| 30D | +4.6% | -1.3% | +5.9% | +4.6% |
| 3M | +12.2% | -0.1% | +12.4% | +11.5% |
| 6M | -6.5% | +17.4% | -23.8% | -9.6% |
| YTD | +4.9% | +62.9% | -58.0% | -4.6% |
| 1Y | -10.5% | +95.7% | -106.2% | -21.5% |
| 3Y | +104.6% | +150.2% | -45.6% | +66.7% |
| 5Y | +64.2% | +83.1% | -18.9% | +40.4% |
| 10Y | +68.4% | +1,020.9% | -952.5% | +0.3% |
| All | +120.8% | +1,086.4% | -965.6% | +34.3% |
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