+77.9%
KEY vs AS
+120.4%
-42.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.4% |
| 7D | +2.2% | -4.9% | +7.1% | +3.1% |
| 30D | -3.0% | -19.6% | +16.6% | +0.9% |
| 3M | +3.3% | -14.4% | +17.7% | +6.0% |
| 6M | +9.2% | -20.1% | +29.3% | +13.1% |
| YTD | +10.6% | -20.9% | +31.6% | +14.6% |
| 1Y | +20.4% | -21.9% | +42.3% | +24.7% |
| All | +77.9% | +120.4% | -42.5% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling