+669.7%
V vs KEYS
+1,086.4%
-416.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.8% |
| 30D | +1.9% | -1.3% | +3.2% | +2.0% |
| 3M | +13.2% | -0.1% | +13.4% | +11.5% |
| 6M | +16.7% | +17.4% | -0.6% | +7.6% |
| YTD | +5.4% | +62.9% | -57.5% | -15.2% |
| 1Y | +7.7% | +95.7% | -88.1% | -19.8% |
| 3Y | +52.0% | +150.2% | -98.2% | -1.2% |
| 5Y | +67.7% | +83.1% | -15.4% | +20.9% |
| 10Y | +384.8% | +1,020.9% | -636.2% | +69.6% |
| All | +669.7% | +1,086.4% | -416.7% | +163.8% |
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