-69.3%
APTV vs KEYS
+87.1%
-156.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.4% |
| 7D | -5.0% | +3.5% | -8.5% | -6.8% |
| 30D | -6.1% | -4.5% | -1.6% | -4.2% |
| 3M | -33.0% | -0.4% | -32.6% | -34.3% |
| 6M | -35.2% | +19.1% | -54.4% | -43.1% |
| YTD | -40.1% | +66.7% | -106.8% | -58.6% |
| 1Y | -45.6% | +96.5% | -142.1% | -66.6% |
| 3Y | -54.4% | +155.2% | -209.5% | -77.5% |
| All | -69.3% | +87.1% | -156.4% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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