+21.3%
KEY vs AUR
-57.9%
+79.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | +2.9% | -4.5% | +7.5% | +3.4% |
| 30D | +8.4% | -16.6% | +25.1% | +10.2% |
| 3M | -5.8% | -38.5% | +32.7% | -1.3% |
| 6M | +5.4% | -49.9% | +55.3% | +12.3% |
| YTD | +7.1% | +9.6% | -2.6% | +3.3% |
| 1Y | +26.8% | +1.2% | +25.6% | +23.3% |
| 3Y | +128.7% | +128.8% | -0.1% | +89.2% |
| 5Y | +13.6% | -57.9% | +71.5% | -7.9% |
| All | +21.3% | -57.9% | +79.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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