-37.0%
APP vs KEY
+24.1%
-61.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.1% |
| 7D | +71.2% | -1.3% | +72.5% | +71.0% |
| 30D | +39.1% | +5.1% | +33.9% | +33.6% |
| 3M | +16.5% | -7.1% | +23.7% | +20.9% |
| 6M | -16.6% | -4.4% | -12.2% | -14.8% |
| YTD | -41.9% | +4.0% | -46.0% | -42.5% |
| 1Y | -37.0% | +23.4% | -60.4% | -43.8% |
| All | -37.0% | +24.1% | -61.2% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling