+14.5%
KEY vs AR
+99.4%
-84.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.9% | +7.4% | -4.4% | +1.2% |
| 30D | +8.4% | +5.8% | +2.7% | +6.8% |
| 3M | -5.8% | +5.2% | -11.0% | -7.3% |
| 6M | +5.4% | +5.4% | 0.0% | +3.2% |
| YTD | +7.1% | +12.4% | -5.4% | +1.8% |
| 1Y | +26.8% | +12.8% | +14.0% | +20.1% |
| 3Y | +128.7% | +47.2% | +81.5% | +93.9% |
| All | +14.5% | +99.4% | -84.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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