+3,821.1%
ALL vs KEY
+321.4%
+3,499.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.1% |
| 7D | +4.2% | -2.5% | +6.7% | +5.1% |
| 30D | +18.9% | +4.1% | +14.9% | +17.2% |
| 3M | +1.2% | -8.4% | +9.6% | +4.3% |
| 6M | +23.2% | -2.3% | +25.5% | +23.7% |
| YTD | +30.0% | +4.6% | +25.4% | +26.8% |
| 1Y | +39.6% | +24.6% | +15.0% | +27.7% |
| 3Y | +115.2% | +112.8% | +2.5% | +55.1% |
| 5Y | +156.2% | +12.9% | +143.3% | +119.9% |
| 10Y | +398.0% | +126.7% | +271.3% | +197.8% |
| All | +3,821.1% | +321.4% | +3,499.7% | +1,232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling