+105.3%
KEY vs APD
+187.0%
-81.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.7% |
| 30D | +6.9% | +11.0% | -4.2% | +0.3% |
| 3M | -5.0% | +1.3% | -6.3% | -6.0% |
| 6M | +0.7% | +6.4% | -5.6% | -4.0% |
| YTD | +6.5% | +28.9% | -22.5% | -10.9% |
| 1Y | +22.6% | +23.2% | -0.6% | +4.9% |
| 3Y | +125.3% | +26.3% | +99.0% | +81.1% |
| 5Y | +13.9% | +12.0% | +1.9% | -3.1% |
| 10Y | +105.3% | +183.2% | -77.8% | -4.3% |
| All | +105.3% | +187.0% | -81.7% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling