+36.9%
APA vs KEY
+124.5%
-87.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -5.5% | +0.5% | -6.1% | -5.8% |
| 30D | -1.2% | +6.9% | -8.0% | -4.4% |
| 3M | +10.6% | -5.0% | +15.6% | +12.7% |
| 6M | +28.4% | +0.7% | +27.7% | +26.0% |
| YTD | +89.7% | +6.5% | +83.3% | +78.4% |
| 1Y | +90.6% | +22.6% | +68.0% | +64.3% |
| 3Y | +36.9% | +125.3% | -88.4% | -9.5% |
| All | +36.9% | +124.5% | -87.6% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling