+916.7%
APO vs KEYS
+1,049.9%
-133.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.1% |
| 7D | -3.5% | +3.5% | -7.0% | -5.1% |
| 30D | -6.6% | -4.5% | -2.1% | -4.9% |
| 3M | -3.3% | -0.4% | -2.9% | -4.5% |
| 6M | +22.6% | +19.1% | +3.5% | +9.4% |
| YTD | -9.8% | +66.7% | -76.4% | -34.3% |
| 1Y | -3.9% | +96.5% | -100.3% | -36.6% |
| 3Y | +52.5% | +155.2% | -102.7% | -14.8% |
| 5Y | +134.0% | +88.0% | +46.0% | +50.7% |
| All | +916.7% | +1,049.9% | -133.2% | +206.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling