+746.4%
TEAM vs KEYS
+1,034.4%
-288.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.1% |
| 7D | -4.7% | +2.9% | -7.6% | -6.2% |
| 30D | +17.0% | -1.3% | +18.3% | +16.8% |
| 3M | +85.9% | -0.1% | +86.0% | +79.4% |
| 6M | +116.7% | +17.4% | +99.3% | +85.1% |
| YTD | +9.6% | +62.9% | -53.3% | -26.4% |
| 1Y | -2.5% | +95.7% | -98.3% | -42.4% |
| 3Y | -14.0% | +150.2% | -164.2% | -57.3% |
| 5Y | -53.1% | +83.1% | -136.2% | -71.3% |
| 10Y | +502.9% | +1,020.9% | -518.0% | +22.2% |
| All | +746.4% | +1,034.4% | -288.0% | +70.6% |
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 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