-18.5%
APA vs KEYS
+1,067.2%
-1,085.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +9.6% | -5.3% | +14.9% | +11.6% |
| 3M | +18.0% | +0.5% | +17.5% | +15.2% |
| 6M | +41.9% | +14.0% | +27.8% | +28.4% |
| YTD | +86.3% | +60.3% | +26.0% | +38.9% |
| 1Y | +97.9% | +91.3% | +6.5% | +33.3% |
| 3Y | +12.8% | +146.1% | -133.4% | -35.1% |
| 5Y | +177.2% | +80.8% | +96.4% | +82.4% |
| 10Y | -3.3% | +1,002.8% | -1,006.1% | -73.4% |
| All | -18.5% | +1,067.2% | -1,085.7% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling