+113.6%
KEY vs A
+328.7%
-215.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.1% |
| 7D | -0.4% | +4.8% | -5.1% | -2.8% |
| 30D | +7.2% | +5.6% | +1.6% | +4.1% |
| 3M | -4.9% | +23.6% | -28.5% | -15.6% |
| 6M | +1.1% | +56.4% | -55.3% | -22.3% |
| YTD | +6.8% | +33.4% | -26.6% | -10.9% |
| 1Y | +23.3% | +23.7% | -0.4% | +7.1% |
| 3Y | +126.1% | +71.0% | +55.1% | +55.0% |
| 5Y | +15.2% | +16.8% | -1.6% | -2.7% |
| 10Y | +113.6% | +323.8% | -210.2% | -11.7% |
| All | +113.6% | +328.7% | -215.1% | -11.7% |
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