+23.4%
KEY vs ADVB
-77.7%
+101.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.5% |
| 7D | -1.3% | -13.9% | +12.6% | -1.3% |
| 30D | +5.1% | -68.1% | +73.3% | +4.8% |
| 3M | -7.1% | -73.4% | +66.3% | -7.4% |
| 6M | -4.4% | -70.8% | +66.4% | -4.5% |
| YTD | +4.0% | -66.1% | +70.1% | +5.2% |
| 1Y | +23.4% | -77.5% | +100.9% | +24.7% |
| All | +23.4% | -77.7% | +101.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling