+24.6%
KEY vs AS
0.0%
+24.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.4% |
| 7D | -2.5% | +7.1% | -9.6% | -3.6% |
| 30D | +4.1% | +12.8% | -8.8% | +2.0% |
| 3M | -8.4% | -14.7% | +6.4% | -5.8% |
| 6M | -2.3% | -9.9% | +7.7% | -0.9% |
| YTD | +4.6% | -16.1% | +20.7% | +7.5% |
| 1Y | +24.6% | +0.2% | +24.4% | +29.7% |
| All | +24.6% | 0.0% | +24.5% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling