+14.5%
KEY vs A
+11.8%
+2.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +8.4% | 0.0% | +8.5% | +8.3% |
| 3M | -5.8% | +16.7% | -22.5% | -12.1% |
| 6M | +5.4% | +54.8% | -49.4% | -14.1% |
| YTD | +7.1% | +28.8% | -21.7% | -5.6% |
| 1Y | +26.8% | +19.3% | +7.5% | +15.9% |
| 3Y | +128.7% | +65.5% | +63.2% | +69.6% |
| All | +14.5% | +11.8% | +2.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling