+1,013.4%
KEY vs APD
+6,285.2%
-5,271.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.1% |
| 7D | -2.5% | -0.7% | -1.7% | -2.1% |
| 30D | +4.1% | +10.1% | -6.1% | -1.4% |
| 3M | -8.4% | +4.9% | -13.2% | -11.0% |
| 6M | -2.3% | +2.5% | -4.7% | -4.6% |
| YTD | +4.6% | +27.8% | -23.2% | -10.5% |
| 1Y | +24.6% | +32.9% | -8.3% | +3.4% |
| 3Y | +112.8% | +13.4% | +99.4% | +86.0% |
| 5Y | +12.9% | +12.8% | +0.1% | -2.1% |
| 10Y | +126.7% | +194.6% | -67.9% | +15.8% |
| All | +1,013.4% | +6,285.2% | -5,271.9% | +74.2% |
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