-52.3%
TEAM vs KEYS
+87.1%
-139.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -2.1% |
| 7D | -5.2% | +3.5% | -8.7% | -7.1% |
| 30D | +15.8% | -4.5% | +20.2% | +17.7% |
| 3M | +101.5% | -0.4% | +101.9% | +94.3% |
| 6M | +138.2% | +19.1% | +119.0% | +95.6% |
| YTD | +10.8% | +66.7% | -55.8% | -34.1% |
| 1Y | +1.7% | +96.5% | -94.8% | -48.4% |
| 3Y | -16.0% | +155.2% | -171.2% | -68.8% |
| All | -52.3% | +87.1% | -139.4% | -75.4% |
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