-63.2%
W vs KEYS
+87.1%
-150.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.8% | -2.7% |
| 7D | -0.9% | +3.5% | -4.4% | -4.2% |
| 30D | -4.2% | -4.5% | +0.2% | -1.0% |
| 3M | +26.9% | -0.4% | +27.3% | +22.6% |
| 6M | +31.2% | +19.1% | +12.1% | +3.0% |
| YTD | -1.8% | +66.7% | -68.5% | -50.9% |
| 1Y | +9.3% | +96.5% | -87.1% | -56.5% |
| 3Y | +33.2% | +155.2% | -122.0% | -61.2% |
| All | -63.2% | +87.1% | -150.3% | -85.2% |
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