+379.1%
V vs KEYS
+1,049.9%
-670.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.4% |
| 7D | -1.2% | +3.5% | -4.7% | -2.4% |
| 30D | +3.1% | -4.5% | +7.5% | +4.3% |
| 3M | +16.3% | -0.4% | +16.7% | +14.8% |
| 6M | +20.4% | +19.1% | +1.2% | +10.4% |
| YTD | +6.3% | +66.7% | -60.4% | -15.5% |
| 1Y | +8.7% | +96.5% | -87.7% | -19.5% |
| 3Y | +53.3% | +155.2% | -101.9% | -2.1% |
| 5Y | +71.1% | +88.0% | -16.9% | +21.2% |
| All | +379.1% | +1,049.9% | -670.7% | +57.8% |
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 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