+108.4%
B vs KEY
+12.7%
+95.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -6.2% | +1.8% | -8.0% | -6.3% |
| 30D | -6.6% | +7.1% | -13.7% | -7.1% |
| 3M | -7.9% | -5.9% | -1.9% | -7.5% |
| 6M | -16.8% | +2.2% | -19.0% | -17.0% |
| YTD | -11.7% | +6.4% | -18.1% | -12.2% |
| 1Y | +3.5% | +24.8% | -21.3% | +1.8% |
| 3Y | +165.7% | +125.2% | +40.5% | +154.0% |
| 5Y | +108.4% | +13.0% | +95.4% | +86.1% |
| All | +108.4% | +12.7% | +95.7% | +86.1% |
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