+1,078.2%
KEY vs APD
+6,115.6%
-5,037.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +2.2% | -2.2% | +4.4% | +3.5% |
| 30D | -3.0% | +2.1% | -5.1% | -4.3% |
| 3M | +3.3% | +7.2% | -3.8% | -1.3% |
| 6M | +9.2% | +11.2% | -2.1% | +1.7% |
| YTD | +10.6% | +24.4% | -13.7% | -3.7% |
| 1Y | +20.4% | +6.7% | +13.7% | +13.2% |
| 3Y | +121.8% | +9.2% | +112.6% | +98.7% |
| 5Y | +41.1% | +27.4% | +13.8% | +14.1% |
| 10Y | +168.5% | +164.8% | +3.7% | +45.4% |
| All | +1,078.2% | +6,115.6% | -5,037.5% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling