+45.0%
AA vs KEY
+109.2%
-64.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -5.0% | +6.9% | -11.9% | -9.1% |
| 3M | -22.2% | -5.0% | -17.2% | -19.9% |
| 6M | -36.3% | +0.7% | -37.1% | -37.2% |
| YTD | -24.2% | +6.5% | -30.6% | -28.2% |
| 1Y | +3.9% | +22.6% | -18.7% | -10.3% |
| 3Y | +67.6% | +125.3% | -57.8% | -3.6% |
| 5Y | -8.8% | +13.9% | -22.7% | -24.7% |
| 10Y | +45.0% | +105.3% | -60.4% | -11.8% |
| All | +45.0% | +109.2% | -64.2% | -11.8% |
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