+23.0%
KEY vs A
+23.5%
-0.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.3% |
| 7D | -0.4% | +4.8% | -5.1% | -0.9% |
| 30D | +7.2% | +5.6% | +1.6% | +6.6% |
| 3M | -4.9% | +23.6% | -28.5% | -7.1% |
| 6M | +1.1% | +56.4% | -55.3% | -4.8% |
| YTD | +6.8% | +33.4% | -26.6% | +4.1% |
| All | +23.0% | +23.5% | -0.5% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling