+1.8%
AA vs KEY
+22.3%
-20.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +5.3% | +1.8% | +3.5% | +4.4% |
| 30D | -2.3% | +7.1% | -9.4% | -5.2% |
| 3M | -20.8% | -5.9% | -14.9% | -18.5% |
| 6M | -39.8% | +2.2% | -42.0% | -40.9% |
| YTD | -23.3% | +6.4% | -29.7% | -28.3% |
| 1Y | +1.8% | +24.8% | -22.9% | -17.3% |
| All | +1.8% | +22.3% | -20.5% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling