+599.1%
XYZ vs KEYS
+1,049.9%
-450.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -2.7% |
| 7D | -4.3% | +3.5% | -7.8% | -6.8% |
| 30D | +1.2% | -4.5% | +5.7% | +3.9% |
| 3M | +14.6% | -0.4% | +15.1% | +10.9% |
| 6M | +22.6% | +19.1% | +3.4% | +1.4% |
| YTD | +21.7% | +66.7% | -45.0% | -26.6% |
| 1Y | +6.7% | +96.5% | -89.8% | -44.5% |
| 3Y | +46.8% | +155.2% | -108.3% | -40.5% |
| 5Y | -68.0% | +88.0% | -156.0% | -82.8% |
| All | +599.1% | +1,049.9% | -450.8% | +22.8% |
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