+11,743.1%
COST vs KEY
+1,050.5%
+10,692.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.6% |
| 30D | -2.8% | -3.0% | +0.2% | -2.3% |
| 3M | -5.7% | +3.3% | -9.0% | -6.4% |
| 6M | -8.8% | +9.2% | -18.0% | -10.5% |
| YTD | +6.7% | +10.6% | -4.0% | +4.2% |
| 1Y | -3.6% | +20.4% | -24.0% | -7.6% |
| 3Y | +75.1% | +121.8% | -46.8% | +46.1% |
| 5Y | +108.9% | +41.1% | +67.8% | +84.0% |
| 10Y | +586.2% | +168.5% | +417.6% | +388.8% |
| All | +11,743.1% | +1,050.5% | +10,692.6% | +3,768.4% |
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 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