+1,851.9%
TER vs KEYS
+1,049.9%
+802.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -0.9% |
| 7D | +6.4% | +3.5% | +2.9% | +3.2% |
| 30D | -5.7% | -4.5% | -1.2% | -1.6% |
| 3M | -0.4% | -0.4% | 0.0% | +3.2% |
| 6M | +25.8% | +19.1% | +6.7% | +15.0% |
| YTD | +96.4% | +66.7% | +29.7% | +33.8% |
| 1Y | +229.2% | +96.5% | +132.8% | +96.3% |
| 3Y | +288.1% | +155.2% | +133.0% | +87.3% |
| 5Y | +219.9% | +88.0% | +132.0% | +96.3% |
| All | +1,851.9% | +1,049.9% | +802.0% | +290.9% |
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