+54.0%
KEY vs BOXX
+18.4%
+35.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.8% | 0.0% | -1.8% | -1.6% |
| 30D | -3.3% | +0.3% | -3.6% | -2.3% |
| 3M | -0.2% | +1.0% | -1.2% | +3.7% |
| 6M | +12.1% | +1.9% | +10.2% | +21.3% |
| YTD | +8.4% | +2.6% | +5.8% | +20.7% |
| 1Y | +17.6% | +4.0% | +13.6% | +38.8% |
| 3Y | +123.3% | +14.6% | +108.7% | +761.6% |
| All | +54.0% | +18.4% | +35.6% | +2,426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling