+391.7%
APP vs KEY
+38.0%
+353.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | +0.9% | +2.2% | -1.3% | -0.1% |
| 30D | -23.3% | -3.0% | -20.3% | -22.1% |
| 3M | -42.6% | +3.3% | -46.0% | -43.4% |
| 6M | -33.6% | +9.2% | -42.8% | -36.3% |
| YTD | -52.4% | +10.6% | -63.1% | -54.5% |
| 1Y | -35.9% | +20.4% | -56.3% | -40.9% |
| 3Y | +642.2% | +121.8% | +520.4% | +419.5% |
| 5Y | +311.1% | +41.1% | +270.0% | +280.0% |
| All | +391.7% | +38.0% | +353.6% | +350.7% |
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 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