+105.9%
C vs KEY
+11.7%
+94.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -2.4% | -1.3% | -1.1% | -1.7% |
| 30D | -6.0% | +5.1% | -11.1% | -8.4% |
| 3M | -10.5% | -7.1% | -3.4% | -7.0% |
| 6M | -5.7% | -4.4% | -1.3% | -3.5% |
| YTD | +4.1% | +4.0% | +0.1% | +2.4% |
| 1Y | +20.5% | +23.4% | -2.9% | +8.5% |
| 3Y | +208.1% | +113.9% | +94.2% | +113.6% |
| All | +105.9% | +11.7% | +94.3% | +86.4% |
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