+69.8%
APA vs KEY
+11.7%
+58.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | -15.5% | -1.3% | -14.2% | -15.1% |
| 30D | +2.4% | +5.1% | -2.8% | 0.0% |
| 3M | +22.8% | -7.1% | +29.9% | +26.2% |
| 6M | +17.9% | -4.4% | +22.3% | +18.9% |
| YTD | +87.7% | +4.0% | +83.7% | +80.4% |
| 1Y | +94.2% | +23.4% | +70.8% | +71.9% |
| 3Y | +27.2% | +113.9% | -86.7% | -11.2% |
| All | +69.8% | +11.7% | +58.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling