+0.1%
APA vs KEY
+173.8%
-173.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +0.5% | +2.2% | -1.7% | -1.0% |
| 30D | +23.4% | -3.0% | +26.4% | +25.5% |
| 3M | +12.7% | +3.3% | +9.4% | +9.0% |
| 6M | +39.4% | +9.2% | +30.2% | +28.1% |
| YTD | +79.0% | +10.6% | +68.3% | +61.9% |
| 1Y | +88.8% | +20.4% | +68.4% | +60.1% |
| 3Y | +6.4% | +121.8% | -115.5% | -44.4% |
| 5Y | +153.0% | +41.1% | +111.9% | +64.7% |
| All | +0.1% | +173.8% | -173.7% | -51.5% |
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