+53.6%
AA vs KEY
+121.9%
-68.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.0% |
| 7D | +4.8% | -0.4% | +5.2% | +5.2% |
| 30D | -0.6% | +7.2% | -7.9% | -5.1% |
| 3M | -16.3% | -4.9% | -11.4% | -13.9% |
| 6M | -33.4% | +1.1% | -34.5% | -34.4% |
| YTD | -20.7% | +6.8% | -27.5% | -25.0% |
| 1Y | +12.9% | +23.3% | -10.4% | -2.8% |
| 3Y | +75.7% | +126.1% | -50.4% | +0.8% |
| 5Y | -6.8% | +15.2% | -22.0% | -23.6% |
| 10Y | +53.6% | +113.6% | -60.0% | -7.5% |
| All | +53.6% | +121.9% | -68.3% | -7.5% |
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