+0.3%
APA vs KEY
+120.9%
-120.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +3.0% |
| 7D | -15.5% | -1.3% | -14.2% | -14.9% |
| 30D | +2.4% | +5.1% | -2.8% | -1.4% |
| 3M | +22.8% | -7.1% | +29.9% | +28.1% |
| 6M | +17.9% | -4.4% | +22.3% | +19.2% |
| YTD | +87.7% | +4.0% | +83.7% | +76.2% |
| 1Y | +94.2% | +23.4% | +70.8% | +61.1% |
| 3Y | +27.2% | +113.9% | -86.7% | -31.4% |
| 5Y | +74.1% | +12.3% | +61.8% | +35.0% |
| All | +0.3% | +120.9% | -120.6% | -46.6% |
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