-4.4%
KEY vs A
+46.4%
-50.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +5.1% | +3.4% | +1.8% | +5.2% |
| 3M | -7.1% | +23.8% | -30.9% | -7.3% |
| 6M | -4.4% | +49.0% | -53.4% | -4.7% |
| All | -4.4% | +46.4% | -50.7% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling