+16.3%
FIX vs KEY
+22.3%
-6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +17.0% | +1.8% | +15.2% | +15.8% |
| 30D | -30.6% | +7.1% | -37.7% | -33.6% |
| 3M | -35.0% | -5.9% | -29.1% | -31.8% |
| 6M | -44.0% | +2.2% | -46.1% | -45.0% |
| YTD | +21.1% | +6.4% | +14.7% | +13.0% |
| 1Y | +16.3% | +24.8% | -8.5% | -5.5% |
| All | +16.3% | +22.3% | -6.0% | -5.5% |
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