+109.2%
ALL vs KEY
+118.7%
-9.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | +10.6% | +7.2% | +3.4% | +9.5% |
| 3M | -4.6% | -4.9% | +0.4% | -4.0% |
| 6M | +20.2% | +1.1% | +19.1% | +19.7% |
| YTD | +23.7% | +6.8% | +16.9% | +22.0% |
| 1Y | +27.9% | +23.3% | +4.6% | +23.3% |
| 3Y | +109.2% | +126.1% | -16.9% | +96.0% |
| All | +109.2% | +118.7% | -9.5% | +96.0% |
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 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