+44.1%
IR vs KEY
+11.7%
+32.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.7% | -1.3% | +5.0% | +4.2% |
| 30D | +7.4% | +5.1% | +2.3% | +5.2% |
| 3M | -5.9% | -7.1% | +1.2% | -3.2% |
| 6M | +5.6% | -4.4% | +9.9% | +7.5% |
| YTD | +4.8% | +4.0% | +0.8% | +3.4% |
| 1Y | +6.9% | +23.4% | -16.5% | -1.3% |
| 3Y | +27.6% | +113.9% | -86.4% | -4.6% |
| All | +44.1% | +11.7% | +32.5% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling