+43.3%
KEY vs ADVB
-97.4%
+140.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.7% |
| 7D | -0.4% | -1.2% | +0.8% | -0.4% |
| 30D | +7.2% | -61.4% | +68.6% | +8.1% |
| 3M | -4.9% | -67.8% | +62.9% | -4.0% |
| 6M | +1.1% | -66.9% | +67.9% | +0.9% |
| YTD | +6.8% | -64.9% | +71.7% | +6.0% |
| 1Y | +23.3% | -74.8% | +98.0% | +23.9% |
| All | +43.3% | -97.4% | +140.7% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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