+803.7%
B vs KEY
+1,050.5%
-246.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | +9.4% | -3.0% | +12.5% | +9.5% |
| 3M | +5.0% | +3.3% | +1.6% | +4.9% |
| 6M | -3.5% | +9.2% | -12.7% | -3.8% |
| YTD | +4.5% | +10.6% | -6.2% | +4.1% |
| 1Y | +67.8% | +20.4% | +47.4% | +66.7% |
| 3Y | +196.7% | +121.8% | +74.9% | +189.0% |
| 5Y | +151.9% | +41.1% | +110.8% | +146.9% |
| 10Y | +202.2% | +168.5% | +33.6% | +185.7% |
| All | +803.7% | +1,050.5% | -246.8% | +917.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling