+96.9%
COST vs KEY
+118.7%
-21.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.9% |
| 7D | +2.5% | -0.4% | +2.8% | +2.5% |
| 30D | +12.8% | +7.2% | +5.6% | +12.0% |
| 3M | +12.7% | -4.9% | +17.6% | +13.2% |
| 6M | +6.0% | +1.1% | +5.0% | +5.7% |
| YTD | +24.4% | +6.8% | +17.6% | +23.1% |
| 1Y | +16.2% | +23.3% | -7.1% | +13.0% |
| 3Y | +96.9% | +126.1% | -29.2% | +80.4% |
| All | +96.9% | +118.7% | -21.8% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling