+122.9%
FIX vs KEY
+21.3%
+101.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.0% | +2.2% | +3.8% | +4.4% |
| 30D | -7.2% | -3.0% | -4.2% | -5.2% |
| 3M | -15.9% | +3.3% | -19.2% | -17.8% |
| 6M | +12.7% | +9.2% | +3.5% | +6.2% |
| YTD | +72.8% | +10.6% | +62.1% | +61.1% |
| 1Y | +122.9% | +20.4% | +102.5% | +98.7% |
| All | +122.9% | +21.3% | +101.5% | +98.7% |
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 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