+506.6%
APP vs KEY
+32.8%
+473.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +61.1% | +0.5% | +60.6% | +60.3% |
| 30D | +42.8% | +6.9% | +35.9% | +38.3% |
| 3M | +16.7% | -5.0% | +21.7% | +18.9% |
| 6M | -15.6% | +0.7% | -16.3% | -16.1% |
| YTD | -41.3% | +6.5% | -47.8% | -43.0% |
| 1Y | -39.3% | +22.6% | -61.9% | -44.5% |
| 3Y | +803.2% | +125.3% | +677.9% | +530.1% |
| 5Y | +313.2% | +13.9% | +299.2% | +287.0% |
| All | +506.6% | +32.8% | +473.8% | +463.9% |
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