+528.8%
APP vs KEY
+33.2%
+495.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.7% |
| 7D | +79.2% | -0.4% | +79.5% | +78.9% |
| 30D | +48.0% | +7.2% | +40.8% | +43.2% |
| 3M | +18.2% | -4.9% | +23.1% | +20.4% |
| 6M | -12.5% | +1.1% | -13.6% | -13.2% |
| YTD | -39.2% | +6.8% | -46.0% | -41.0% |
| 1Y | -33.9% | +23.3% | -57.2% | -39.7% |
| 3Y | +933.3% | +126.1% | +807.2% | +619.8% |
| 5Y | +295.9% | +15.2% | +280.7% | +270.2% |
| All | +528.8% | +33.2% | +495.6% | +483.7% |
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