+113.6%
KEY vs APTV
-26.1%
+139.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.1% |
| 7D | -0.4% | -9.8% | +9.4% | +4.9% |
| 30D | +7.2% | -8.9% | +16.1% | +12.2% |
| 3M | -4.9% | -19.5% | +14.5% | +5.6% |
| 6M | +1.1% | -31.1% | +32.2% | +17.6% |
| YTD | +6.8% | -47.5% | +54.4% | +41.6% |
| 1Y | +23.3% | -52.3% | +75.6% | +72.0% |
| 3Y | +126.1% | -45.2% | +171.3% | +174.6% |
| 5Y | +15.2% | -76.9% | +92.1% | +124.7% |
| 10Y | +113.6% | -25.1% | +138.7% | +102.5% |
| All | +113.6% | -26.1% | +139.7% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling