+24.8%
KEY vs ADVB
-61.6%
+86.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +42.7% | -43.2% | -0.4% |
| 7D | +1.8% | +74.2% | -72.4% | +1.9% |
| 30D | +7.1% | -35.9% | +43.0% | +7.1% |
| 3M | -5.9% | -56.4% | +50.5% | -6.0% |
| 6M | +2.2% | -36.7% | +38.9% | +2.3% |
| YTD | +6.4% | -43.3% | +49.7% | +7.7% |
| 1Y | +24.8% | -63.4% | +88.1% | +29.8% |
| All | +24.8% | -61.6% | +86.4% | +29.8% |
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