+233.5%
W vs KEYS
+1,086.4%
-852.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | +5.9% | +2.9% | +3.0% | +3.4% |
| 30D | -3.0% | -1.3% | -1.7% | -2.9% |
| 3M | +40.3% | -0.1% | +40.5% | +37.0% |
| 6M | +32.2% | +17.4% | +14.9% | +10.5% |
| YTD | -0.3% | +62.9% | -63.2% | -40.3% |
| 1Y | +16.2% | +95.7% | -79.6% | -42.0% |
| 3Y | +40.7% | +150.2% | -109.5% | -40.4% |
| 5Y | -62.3% | +83.1% | -145.4% | -78.5% |
| 10Y | +162.2% | +1,020.9% | -858.7% | -45.6% |
| All | +233.5% | +1,086.4% | -852.9% | -18.5% |
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