+128.5%
KEY vs AUR
+151.4%
-22.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.5% | +12.7% | -13.3% | -1.9% |
| 30D | +6.7% | -18.7% | +25.4% | +8.9% |
| 3M | -4.6% | -33.8% | +29.2% | -0.6% |
| 6M | +2.6% | -36.6% | +39.2% | +6.7% |
| YTD | +7.0% | +19.8% | -12.8% | +1.6% |
| 1Y | +23.5% | +8.0% | +15.5% | +18.6% |
| All | +128.5% | +151.4% | -22.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling