+113.6%
C vs KEY
+13.1%
+100.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | +4.2% | +2.9% | +1.2% | +2.6% |
| 30D | +2.0% | +8.4% | -6.5% | -2.3% |
| 3M | -10.1% | -5.8% | -4.4% | -7.3% |
| 6M | +1.0% | +5.4% | -4.5% | -1.8% |
| YTD | +8.5% | +7.1% | +1.4% | +5.0% |
| 1Y | +25.7% | +26.8% | -1.1% | +11.7% |
| 3Y | +216.0% | +128.7% | +87.3% | +112.3% |
| All | +113.6% | +13.1% | +100.5% | +91.1% |
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