+425.1%
KEY vs APTV
+194.6%
+230.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.3% |
| 7D | +2.2% | +4.8% | -2.6% | -0.3% |
| 30D | -3.0% | +2.0% | -5.0% | -4.4% |
| 3M | +3.3% | -34.2% | +37.6% | +25.5% |
| 6M | +9.2% | -34.7% | +43.9% | +30.1% |
| YTD | +10.6% | -37.0% | +47.6% | +33.4% |
| 1Y | +20.4% | -40.4% | +60.8% | +48.9% |
| 3Y | +121.8% | -54.1% | +176.0% | +199.9% |
| 5Y | +41.1% | -68.0% | +109.1% | +123.9% |
| 10Y | +168.5% | -15.5% | +184.0% | +131.0% |
| All | +425.1% | +194.6% | +230.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling