+44.1%
AA vs KEY
+95.2%
-51.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +5.3% | +1.8% | +3.5% | +4.2% |
| 30D | -2.3% | +7.1% | -9.4% | -6.6% |
| 3M | -20.8% | -5.9% | -14.9% | -18.0% |
| 6M | -39.8% | +2.2% | -42.0% | -41.1% |
| YTD | -23.3% | +6.4% | -29.7% | -27.3% |
| 1Y | +1.8% | +24.8% | -22.9% | -13.0% |
| 3Y | +69.5% | +125.2% | -55.7% | -2.5% |
| 5Y | -18.0% | +13.0% | -30.9% | -31.9% |
| All | +44.1% | +95.2% | -51.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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