+39.6%
KEY vs ADVB
-97.5%
+137.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.6% |
| 7D | -1.3% | -13.9% | +12.6% | -1.2% |
| 30D | +5.1% | -68.1% | +73.3% | +6.3% |
| 3M | -7.1% | -73.4% | +66.3% | -6.0% |
| 6M | -4.4% | -70.8% | +66.4% | -4.3% |
| YTD | +4.0% | -66.1% | +70.1% | +3.3% |
| 1Y | +23.4% | -77.5% | +100.9% | +24.4% |
| All | +39.6% | -97.5% | +137.1% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling