+23.6%
EW vs KEY
+22.3%
+1.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.9% | +1.8% | +3.2% | +4.6% |
| 30D | +24.1% | +7.1% | +16.9% | +22.7% |
| 3M | +13.7% | -5.9% | +19.6% | +14.8% |
| 6M | +32.7% | +2.2% | +30.5% | +31.5% |
| YTD | +24.1% | +6.4% | +17.7% | +19.3% |
| 1Y | +23.6% | +24.8% | -1.1% | +11.8% |
| All | +23.6% | +22.3% | +1.3% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling