-42.3%
FIX vs KEY
+1.1%
-43.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.5% |
| 7D | -18.9% | +1.7% | -20.6% | -19.4% |
| 30D | -36.3% | +6.8% | -43.1% | -38.0% |
| 3M | -38.5% | -5.8% | -32.7% | -34.6% |
| 6M | -42.3% | +1.4% | -43.7% | -43.4% |
| All | -42.3% | +1.1% | -43.3% | -43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling