+66.3%
AA vs KEY
+120.9%
-54.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.8% |
| 30D | -6.7% | +5.1% | -11.8% | -9.8% |
| 3M | -16.3% | -7.1% | -9.2% | -12.7% |
| 6M | -37.1% | -4.4% | -32.7% | -35.8% |
| YTD | -25.0% | +4.0% | -29.0% | -27.9% |
| 1Y | +8.6% | +23.4% | -14.8% | -6.8% |
| 3Y | +57.2% | +113.9% | -56.7% | -6.6% |
| 5Y | -13.0% | +12.3% | -25.4% | -27.6% |
| All | +66.3% | +120.9% | -54.6% | -8.1% |
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