+47.9%
IR vs KEY
+14.6%
+33.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +9.0% | +6.9% | +2.2% | +6.1% |
| 3M | -0.9% | -5.0% | +4.1% | +1.1% |
| 6M | +13.4% | +0.7% | +12.7% | +13.1% |
| YTD | +8.5% | +6.5% | +2.0% | +6.0% |
| 1Y | +11.3% | +22.6% | -11.4% | +2.9% |
| 3Y | +26.0% | +125.3% | -99.3% | -7.6% |
| 5Y | +47.9% | +13.9% | +33.9% | +44.0% |
| All | +47.9% | +14.6% | +33.3% | +44.0% |
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