+115.0%
KEY vs APD
+13.4%
+101.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | +4.1% | +10.1% | -6.1% | +1.4% |
| 3M | -8.4% | +4.9% | -13.2% | -9.6% |
| 6M | -2.3% | +2.5% | -4.7% | -3.1% |
| YTD | +4.6% | +27.8% | -23.2% | -3.4% |
| 1Y | +24.6% | +32.9% | -8.3% | +13.1% |
| All | +115.0% | +13.4% | +101.7% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling