+77.4%
KEY vs AVTR
+5.1%
+72.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -1.3% | -3.6% | +2.3% | -0.1% |
| 30D | +5.1% | +0.8% | +4.4% | +4.7% |
| 3M | -7.1% | +17.4% | -24.5% | -12.6% |
| 6M | -4.4% | +83.5% | -87.9% | -24.8% |
| YTD | +4.0% | +35.0% | -31.0% | -9.4% |
| 1Y | +23.4% | +36.7% | -13.3% | +6.7% |
| 3Y | +113.9% | -15.3% | +129.2% | +106.8% |
| 5Y | +12.3% | -59.5% | +71.8% | +44.9% |
| All | +77.4% | +5.1% | +72.3% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling