+123.6%
KEY vs APD
+9.1%
+114.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +2.2% | -2.2% | +4.4% | +2.9% |
| 30D | -3.0% | +2.1% | -5.1% | -3.7% |
| 3M | +3.3% | +7.2% | -3.8% | +0.9% |
| 6M | +9.2% | +11.2% | -2.1% | +5.1% |
| YTD | +10.6% | +24.4% | -13.7% | +2.2% |
| 1Y | +20.4% | +6.7% | +13.7% | +17.2% |
| All | +123.6% | +9.1% | +114.5% | +112.6% |
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