+135.5%
KEY vs AVTR
-27.6%
+163.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +1.6% |
| 30D | -3.0% | +12.1% | -15.1% | -5.5% |
| 3M | +3.3% | +57.2% | -53.9% | -7.8% |
| 6M | +9.2% | +73.1% | -63.9% | -5.3% |
| YTD | +10.6% | +30.6% | -20.0% | +2.5% |
| 1Y | +20.4% | +13.5% | +6.9% | +13.2% |
| All | +135.5% | -27.6% | +163.1% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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