+261.6%
APP vs KEY
+12.4%
+249.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.7% | +33.8% | +32.3% |
| 7D | +39.7% | -2.5% | +42.2% | +41.0% |
| 30D | +27.7% | +4.1% | +23.7% | +25.0% |
| 3M | -14.8% | -8.4% | -6.4% | -11.4% |
| 6M | -25.5% | -2.3% | -23.2% | -25.1% |
| YTD | -47.2% | +4.6% | -51.7% | -48.4% |
| 1Y | -42.3% | +24.6% | -66.8% | -48.0% |
| 3Y | +806.8% | +112.8% | +694.0% | +529.5% |
| 5Y | +261.6% | +12.9% | +248.7% | +265.3% |
| All | +261.6% | +12.4% | +249.3% | +265.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling