+6.1%
APA vs KEY
+96.4%
-90.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +8.5% | +2.9% | +5.6% | +6.4% |
| 30D | +2.8% | +8.4% | -5.7% | -3.1% |
| 3M | +21.7% | -5.8% | +27.5% | +25.7% |
| 6M | +32.6% | +5.4% | +27.2% | +25.3% |
| YTD | +103.7% | +7.1% | +96.6% | +87.4% |
| 1Y | +101.8% | +26.8% | +75.0% | +64.3% |
| 3Y | +48.1% | +128.7% | -80.6% | -24.0% |
| 5Y | +91.9% | +13.6% | +78.2% | +48.0% |
| All | +6.1% | +96.4% | -90.3% | -42.6% |
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