+15.2%
KEY vs APD
+12.1%
+3.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +1.8% |
| 7D | -0.4% | -1.6% | +1.2% | +0.3% |
| 30D | +7.2% | +10.6% | -3.4% | +2.9% |
| 3M | -4.9% | +2.5% | -7.4% | -6.0% |
| 6M | +1.1% | +6.0% | -4.9% | -1.9% |
| YTD | +6.8% | +28.4% | -21.6% | -5.3% |
| 1Y | +23.3% | +22.2% | +1.1% | +11.4% |
| 3Y | +126.1% | +26.6% | +99.5% | +96.3% |
| 5Y | +15.2% | +11.8% | +3.4% | -3.6% |
| All | +15.2% | +12.1% | +3.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling