+12.4%
AA vs KEY
+40.7%
-28.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -0.7% | +2.2% | -2.9% | -2.0% |
| 30D | +5.0% | -3.0% | +8.0% | +6.6% |
| 3M | -35.8% | +3.3% | -39.2% | -37.2% |
| 6M | -18.4% | +9.2% | -27.6% | -22.9% |
| YTD | -5.5% | +10.6% | -16.1% | -11.5% |
| 1Y | +61.0% | +20.4% | +40.6% | +43.2% |
| 3Y | +66.2% | +121.8% | -55.6% | +7.1% |
| All | +12.4% | +40.7% | -28.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling