+146.2%
B vs KEY
+16.6%
+129.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +4.0% |
| 7D | +11.3% | -0.4% | +11.7% | +11.4% |
| 30D | +2.9% | +7.2% | -4.3% | +2.4% |
| 3M | -2.9% | -4.9% | +2.0% | -2.5% |
| 6M | -1.2% | +1.1% | -2.3% | -1.4% |
| YTD | -1.3% | +6.8% | -8.1% | -1.9% |
| 1Y | +30.4% | +23.3% | +7.1% | +28.4% |
| 3Y | +195.3% | +126.1% | +69.2% | +181.9% |
| 5Y | +146.2% | +15.2% | +131.0% | +120.7% |
| All | +146.2% | +16.6% | +129.6% | +120.7% |
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