-3.5%
IR vs KEY
+21.3%
-24.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -2.8% | +2.2% | -5.0% | -4.4% |
| 30D | -15.1% | -3.0% | -12.1% | -13.3% |
| 3M | +6.1% | +3.3% | +2.7% | +3.7% |
| 6M | -16.8% | +9.2% | -26.0% | -21.5% |
| YTD | -3.5% | +10.6% | -14.2% | -9.4% |
| 1Y | -3.5% | +20.4% | -23.9% | -12.4% |
| All | -3.5% | +21.3% | -24.8% | -12.4% |
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 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