+4.4%
APA vs KEY
+95.2%
-90.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +9.6% | +1.8% | +7.8% | +8.3% |
| 30D | -0.2% | +7.1% | -7.4% | -5.2% |
| 3M | +19.8% | -5.9% | +25.8% | +23.9% |
| 6M | +30.1% | +2.2% | +27.9% | +25.5% |
| YTD | +100.4% | +6.4% | +94.0% | +85.1% |
| 1Y | +105.2% | +24.8% | +80.4% | +68.9% |
| 3Y | +44.6% | +125.2% | -80.6% | -25.0% |
| 5Y | +88.8% | +13.0% | +75.8% | +46.2% |
| All | +4.4% | +95.2% | -90.8% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling