+46.0%
F vs KEY
+122.6%
-76.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.3% | +2.2% | +3.1% | +4.3% |
| 30D | +4.6% | -3.0% | +7.6% | +6.0% |
| 3M | -3.7% | +3.3% | -7.0% | -5.3% |
| 6M | +16.8% | +9.2% | +7.6% | +11.8% |
| YTD | +15.3% | +10.6% | +4.6% | +9.4% |
| 1Y | +31.0% | +20.4% | +10.6% | +19.3% |
| All | +46.0% | +122.6% | -76.6% | -2.0% |
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