+2,295.7%
TER vs KEYS
+1,086.4%
+1,209.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.7% |
| 7D | +12.4% | +2.9% | +9.4% | +9.8% |
| 30D | +5.1% | -1.3% | +6.4% | +6.8% |
| 3M | +4.0% | -0.1% | +4.1% | +7.8% |
| 6M | +29.5% | +17.4% | +12.2% | +20.7% |
| YTD | +98.5% | +62.9% | +35.6% | +41.4% |
| 1Y | +234.1% | +95.7% | +138.3% | +107.1% |
| 3Y | +289.0% | +150.2% | +138.8% | +101.4% |
| 5Y | +228.2% | +83.1% | +145.1% | +113.9% |
| 10Y | +1,895.7% | +1,020.9% | +874.7% | +374.3% |
| All | +2,295.7% | +1,086.4% | +1,209.3% | +469.8% |
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