+105.3%
KEY vs A
+312.5%
-207.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.3% |
| 7D | +0.5% | +1.4% | -0.9% | -0.2% |
| 30D | +6.9% | +4.3% | +2.6% | +4.4% |
| 3M | -5.0% | +19.8% | -24.8% | -14.2% |
| 6M | +0.7% | +54.4% | -53.6% | -22.0% |
| YTD | +6.5% | +31.7% | -25.2% | -10.6% |
| 1Y | +22.6% | +22.4% | +0.2% | +7.1% |
| 3Y | +125.3% | +67.7% | +57.6% | +56.2% |
| 5Y | +13.9% | +15.7% | -1.8% | -3.3% |
| 10Y | +105.3% | +308.7% | -203.4% | -13.3% |
| All | +105.3% | +312.5% | -207.1% | -13.3% |
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