+12,471.5%
FIX vs KEY
+122.3%
+12,349.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +2.2% | +3.8% | +5.3% |
| 30D | -7.2% | -3.0% | -4.2% | -6.3% |
| 3M | -15.9% | +3.3% | -19.2% | -16.7% |
| 6M | +12.7% | +9.2% | +3.5% | +9.9% |
| YTD | +72.8% | +10.6% | +62.1% | +67.5% |
| 1Y | +122.9% | +20.4% | +102.5% | +110.0% |
| 3Y | +774.3% | +121.8% | +652.5% | +570.3% |
| 5Y | +2,049.5% | +41.1% | +2,008.3% | +1,723.5% |
| 10Y | +5,821.5% | +168.5% | +5,652.9% | +3,925.6% |
| All | +12,471.5% | +122.3% | +12,349.2% | +7,048.5% |
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 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