+105.5%
B vs KEY
+13.1%
+92.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -7.3% | +2.9% | -10.2% | -7.5% |
| 30D | -3.3% | +8.4% | -11.8% | -4.0% |
| 3M | -7.8% | -5.8% | -2.0% | -7.4% |
| 6M | -15.5% | +5.4% | -21.0% | -15.9% |
| YTD | -12.3% | +7.1% | -19.3% | -12.8% |
| 1Y | +5.4% | +26.8% | -21.4% | +3.5% |
| 3Y | +165.5% | +128.7% | +36.8% | +153.6% |
| All | +105.5% | +13.1% | +92.4% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling