+25.3%
KEY vs AUR
-36.6%
+61.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.2% | +8.7% | -6.5% | +1.2% |
| 30D | -3.0% | -5.2% | +2.2% | -2.6% |
| 3M | +3.3% | -7.3% | +10.6% | +3.6% |
| 6M | +9.2% | +41.2% | -32.0% | +3.5% |
| YTD | +10.6% | +65.1% | -54.5% | +2.7% |
| 1Y | +20.4% | +13.4% | +7.0% | +16.1% |
| 3Y | +121.8% | +98.1% | +23.7% | +85.1% |
| 5Y | +41.1% | -36.0% | +77.2% | +9.5% |
| All | +25.3% | -36.6% | +61.9% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling