+512.8%
F vs KEY
+987.2%
-474.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | +1.4% | -2.5% | +3.8% | +2.4% |
| 30D | +2.0% | +4.1% | -2.0% | +0.5% |
| 3M | -10.4% | -8.4% | -2.0% | -7.4% |
| 6M | +9.7% | -2.3% | +12.0% | +10.3% |
| YTD | -1.2% | +4.6% | -5.8% | -3.3% |
| 1Y | 0.0% | +24.6% | -24.5% | -8.5% |
| 3Y | +41.1% | +112.8% | -71.7% | +3.3% |
| 5Y | -11.4% | +12.9% | -24.3% | -21.0% |
| 10Y | +85.0% | +126.7% | -41.7% | +21.1% |
| All | +512.8% | +987.2% | -474.4% | +92.3% |
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