+316.8%
APP vs KEY
+34.1%
+282.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.0% |
| 7D | +4.5% | +1.7% | +2.9% | +3.9% |
| 30D | -3.6% | +6.8% | -10.4% | -6.4% |
| 3M | -35.3% | -5.8% | -29.4% | -33.5% |
| 6M | -42.8% | +1.4% | -44.2% | -43.2% |
| YTD | -59.7% | +7.5% | -67.2% | -60.9% |
| 1Y | -55.4% | +29.6% | -85.0% | -60.1% |
| 3Y | +592.0% | +118.8% | +473.2% | +389.6% |
| 5Y | +175.7% | +16.8% | +158.9% | +157.9% |
| All | +316.8% | +34.1% | +282.7% | +286.9% |
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 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