+47.8%
AA vs KEY
+107.2%
-59.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.6% |
| 30D | -1.3% | +6.7% | -8.0% | -5.4% |
| 3M | -23.9% | -4.6% | -19.3% | -21.9% |
| 6M | -36.8% | +2.6% | -39.4% | -38.3% |
| YTD | -22.2% | +7.0% | -29.1% | -26.5% |
| 1Y | +10.4% | +23.5% | -13.1% | -5.1% |
| 3Y | +72.0% | +126.4% | -54.4% | -1.4% |
| 5Y | -15.6% | +13.0% | -28.7% | -29.9% |
| 10Y | +47.8% | +99.5% | -51.7% | -12.5% |
| All | +47.8% | +107.2% | -59.4% | -12.5% |
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