-66.5%
U vs KEYS
+87.1%
-153.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +1.1% |
| 7D | +5.5% | +3.5% | +2.0% | +2.5% |
| 30D | -1.3% | -4.5% | +3.2% | +1.7% |
| 3M | +64.6% | -0.4% | +65.0% | +58.3% |
| 6M | +119.4% | +19.1% | +100.2% | +70.5% |
| YTD | -0.5% | +66.7% | -67.1% | -48.7% |
| 1Y | +1.3% | +96.5% | -95.2% | -56.8% |
| 3Y | +15.6% | +155.2% | -139.5% | -66.0% |
| All | -66.5% | +87.1% | -153.6% | -85.9% |
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 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