+7,232.4%
EW vs KEY
+183.1%
+7,049.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.9% |
| 7D | +6.8% | -2.5% | +9.2% | +7.2% |
| 30D | +16.6% | +4.1% | +12.5% | +15.8% |
| 3M | +13.3% | -8.4% | +21.7% | +14.8% |
| 6M | +21.6% | -2.3% | +23.9% | +21.8% |
| YTD | +18.3% | +4.6% | +13.7% | +17.1% |
| 1Y | +21.7% | +24.6% | -2.9% | +17.2% |
| 3Y | +50.3% | +112.8% | -62.5% | +31.0% |
| 5Y | -15.0% | +12.9% | -27.9% | -20.3% |
| 10Y | +237.5% | +126.7% | +110.8% | +172.2% |
| All | +7,232.4% | +183.1% | +7,049.3% | +4,340.2% |
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