+24.8%
KEY vs A
+16.3%
+8.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +7.1% | +0.8% | +6.3% | +7.1% |
| 3M | -5.9% | +16.9% | -22.8% | -7.5% |
| 6M | +2.2% | +53.8% | -51.6% | -4.2% |
| YTD | +6.4% | +28.1% | -21.7% | +4.4% |
| 1Y | +24.8% | +15.0% | +9.7% | +28.2% |
| All | +24.8% | +16.3% | +8.5% | +28.2% |
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