+38.8%
KEY vs AU
+688.4%
-649.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -0.3% | +0.6% | -1.0% | -0.3% |
| 30D | -3.3% | +12.3% | -15.6% | -3.6% |
| 3M | -0.7% | +29.4% | -30.1% | -1.6% |
| 6M | +12.5% | +3.2% | +9.3% | +12.0% |
| YTD | +8.4% | +31.8% | -23.4% | +7.3% |
| 1Y | +18.4% | +83.4% | -65.0% | +16.4% |
| 3Y | +123.3% | +623.1% | -499.8% | +108.1% |
| 5Y | +38.8% | +700.5% | -661.7% | +23.5% |
| All | +38.8% | +688.4% | -649.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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