+113.9%
KEY vs APD
+11.7%
+102.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -1.3% | -3.7% | +2.4% | -0.3% |
| 30D | +5.1% | +9.6% | -4.5% | +2.6% |
| 3M | -7.1% | +1.6% | -8.7% | -7.6% |
| 6M | -4.4% | +2.2% | -6.5% | -5.1% |
| YTD | +4.0% | +25.9% | -21.8% | -3.5% |
| 1Y | +23.4% | +20.1% | +3.3% | +15.9% |
| 3Y | +113.9% | +12.4% | +101.5% | +103.6% |
| All | +113.9% | +11.7% | +102.2% | +103.6% |
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