+157.6%
ALL vs KEY
+14.6%
+143.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.3% |
| 30D | +13.8% | +6.9% | +7.0% | +12.0% |
| 3M | -2.8% | -5.0% | +2.2% | -1.6% |
| 6M | +23.7% | +0.7% | +22.9% | +23.0% |
| YTD | +27.3% | +6.5% | +20.8% | +24.6% |
| 1Y | +30.5% | +22.6% | +7.9% | +23.2% |
| 3Y | +113.0% | +125.3% | -12.3% | +65.0% |
| 5Y | +157.6% | +13.9% | +143.7% | +142.1% |
| All | +157.6% | +14.6% | +143.0% | +142.1% |
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