-68.1%
XYZ vs KEYS
+79.0%
-147.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.7% |
| 7D | -5.2% | +0.9% | -6.1% | -5.9% |
| 30D | 0.0% | -5.3% | +5.3% | +3.2% |
| 3M | +18.7% | +0.5% | +18.2% | +13.6% |
| 6M | +20.5% | +14.0% | +6.5% | +1.9% |
| YTD | +21.5% | +60.3% | -38.8% | -28.0% |
| 1Y | +7.2% | +91.3% | -84.1% | -47.3% |
| 3Y | +49.0% | +146.1% | -97.2% | -47.3% |
| 5Y | -68.1% | +80.8% | -148.9% | -84.6% |
| All | -68.1% | +79.0% | -147.1% | -84.6% |
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