+2.2%
KEY vs AU
-14.0%
+16.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.2% |
| 7D | +1.8% | -1.1% | +2.8% | +1.9% |
| 30D | +7.1% | -4.4% | +11.6% | +7.2% |
| 3M | -5.9% | -10.0% | +4.1% | -5.7% |
| 6M | +2.2% | -14.5% | +16.7% | +4.0% |
| All | +2.2% | -14.0% | +16.2% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling