+23.0%
KEY vs APTV
-52.5%
+75.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | -0.4% | -9.8% | +9.4% | +1.1% |
| 30D | +7.2% | -8.9% | +16.1% | +8.7% |
| 3M | -4.9% | -19.5% | +14.5% | -2.1% |
| 6M | +1.1% | -31.1% | +32.2% | +4.3% |
| YTD | +6.8% | -47.5% | +54.4% | +16.4% |
| All | +23.0% | -52.5% | +75.5% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling