+14.5%
FIX vs KEY
+22.7%
-8.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +7.7% |
| 7D | -7.2% | -0.4% | -6.9% | -7.0% |
| 30D | -35.1% | +7.2% | -42.3% | -38.0% |
| 3M | -34.3% | -4.9% | -29.4% | -31.6% |
| 6M | -42.9% | +1.1% | -44.0% | -43.6% |
| YTD | +19.5% | +6.8% | +12.6% | +11.7% |
| All | +14.5% | +22.7% | -8.2% | -2.3% |
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 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