+167.0%
KEY vs APTV
-19.3%
+186.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | +0.7% |
| 7D | +2.7% | +2.0% | +0.8% | +1.6% |
| 30D | -3.2% | -7.7% | +4.5% | +0.6% |
| 3M | +1.0% | -34.0% | +35.0% | +22.9% |
| 6M | +11.9% | -37.1% | +49.0% | +36.3% |
| YTD | +8.7% | -39.9% | +48.6% | +34.7% |
| 1Y | +18.5% | -44.4% | +62.9% | +52.6% |
| 3Y | +124.0% | -54.5% | +178.4% | +205.4% |
| 5Y | +40.8% | -69.1% | +109.9% | +130.9% |
| 10Y | +167.0% | -20.0% | +187.0% | +152.6% |
| All | +167.0% | -19.3% | +186.3% | +152.6% |
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