+189.2%
KEY vs AR
-32.8%
+222.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.1% |
| 7D | -2.5% | -11.7% | +9.2% | 0.0% |
| 30D | +4.1% | +1.8% | +2.2% | +3.4% |
| 3M | -8.4% | +6.0% | -14.3% | -9.9% |
| 6M | -2.3% | -7.0% | +4.7% | -1.7% |
| YTD | +4.6% | +5.6% | -1.0% | +1.5% |
| 1Y | +24.6% | +10.8% | +13.7% | +19.4% |
| 3Y | +112.8% | +19.3% | +93.5% | +95.4% |
| 5Y | +12.9% | +73.3% | -60.4% | -7.9% |
| 10Y | +126.7% | +47.6% | +79.1% | +37.4% |
| All | +189.2% | -32.8% | +222.0% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling