+93.0%
KEY vs A
+300.7%
-207.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.6% |
| 7D | +1.8% | +0.7% | +1.0% | +1.4% |
| 30D | +7.1% | +0.8% | +6.3% | +6.5% |
| 3M | -5.9% | +16.9% | -22.8% | -14.0% |
| 6M | +2.2% | +53.8% | -51.6% | -20.8% |
| YTD | +6.4% | +28.1% | -21.7% | -9.5% |
| 1Y | +24.8% | +15.0% | +9.7% | +12.7% |
| 3Y | +125.2% | +63.1% | +62.1% | +58.1% |
| 5Y | +13.0% | +11.5% | +1.5% | -2.2% |
| All | +93.0% | +300.7% | -207.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling