+12.2%
KEY vs APTV
-77.0%
+89.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.8% |
| 7D | -1.3% | -10.2% | +8.9% | +2.8% |
| 30D | +5.1% | -10.8% | +16.0% | +9.7% |
| 3M | -7.1% | -14.8% | +7.7% | -1.7% |
| 6M | -4.4% | -30.6% | +26.2% | +6.9% |
| YTD | +4.0% | -48.2% | +52.2% | +30.4% |
| 1Y | +23.4% | -52.0% | +75.4% | +59.9% |
| 3Y | +113.9% | -47.0% | +160.9% | +154.1% |
| All | +12.2% | -77.0% | +89.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling