-36.8%
AA vs KEY
+0.8%
-37.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -1.3% | +6.7% | -8.0% | -2.5% |
| 3M | -23.9% | -4.6% | -19.3% | -23.3% |
| 6M | -36.8% | +2.6% | -39.4% | -37.0% |
| All | -36.8% | +0.8% | -37.6% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling