+95.6%
F vs KEY
+168.7%
-73.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.3% | +2.2% | +3.1% | +4.2% |
| 30D | +4.6% | -3.0% | +7.6% | +6.1% |
| 3M | -3.7% | +3.3% | -7.0% | -5.4% |
| 6M | +16.8% | +9.2% | +7.6% | +11.4% |
| YTD | +15.3% | +10.6% | +4.6% | +9.0% |
| 1Y | +31.0% | +20.4% | +10.6% | +18.6% |
| 3Y | +45.4% | +121.8% | -76.4% | -5.8% |
| 5Y | +54.7% | +41.1% | +13.5% | +20.2% |
| All | +95.6% | +168.7% | -73.2% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling