+446.2%
APP vs KEY
+30.4%
+415.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.7% | +33.8% | +32.2% |
| 7D | +39.7% | -2.5% | +42.2% | +40.9% |
| 30D | +27.7% | +4.1% | +23.7% | +25.1% |
| 3M | -14.8% | -8.4% | -6.4% | -11.6% |
| 6M | -25.5% | -2.3% | -23.2% | -25.1% |
| YTD | -47.2% | +4.6% | -51.7% | -48.3% |
| 1Y | -42.3% | +24.6% | -66.8% | -47.6% |
| 3Y | +806.8% | +112.8% | +694.0% | +547.4% |
| 5Y | +261.6% | +12.9% | +248.7% | +241.2% |
| All | +446.2% | +30.4% | +415.7% | +411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling