+70.7%
AA vs KEY
+122.6%
-52.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -0.7% | +2.2% | -2.9% | -2.2% |
| 30D | +5.0% | -3.0% | +8.0% | +6.9% |
| 3M | -35.8% | +3.3% | -39.2% | -37.5% |
| 6M | -18.4% | +9.2% | -27.6% | -24.0% |
| YTD | -5.5% | +10.6% | -16.1% | -13.1% |
| 1Y | +61.0% | +20.4% | +40.6% | +38.6% |
| All | +70.7% | +122.6% | -52.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling