-8.4%
APTV vs KEYS
+1,067.2%
-1,075.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.5% |
| 7D | -1.8% | +0.9% | -2.7% | -2.4% |
| 30D | -7.9% | -5.3% | -2.7% | -5.7% |
| 3M | -29.9% | +0.5% | -30.4% | -31.7% |
| 6M | -36.6% | +14.0% | -50.6% | -42.7% |
| YTD | -40.0% | +60.3% | -100.2% | -56.3% |
| 1Y | -44.0% | +91.3% | -135.3% | -63.6% |
| 3Y | -54.5% | +146.1% | -200.7% | -75.0% |
| 5Y | -68.8% | +80.8% | -149.6% | -79.8% |
| 10Y | -16.9% | +1,002.8% | -1,019.7% | -77.5% |
| All | -8.4% | +1,067.2% | -1,075.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling