+29.6%
KEY vs APD
+36.4%
-6.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +1.7% | +3.8% | -2.1% | +1.3% |
| 30D | +6.8% | +14.1% | -7.3% | +5.6% |
| 3M | -5.8% | +8.2% | -14.0% | -6.4% |
| 6M | +1.4% | +7.5% | -6.1% | +0.8% |
| YTD | +7.5% | +31.7% | -24.2% | +5.0% |
| 1Y | +29.6% | +35.1% | -5.5% | +25.0% |
| All | +29.6% | +36.4% | -6.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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