+126.1%
KEY vs BR
+13.8%
+112.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | -0.4% | +4.4% | -4.8% | -1.6% |
| 30D | +7.2% | +16.3% | -9.0% | +2.6% |
| 3M | -4.9% | +16.2% | -21.1% | -9.3% |
| 6M | +1.1% | +30.3% | -29.3% | -7.5% |
| YTD | +6.8% | -12.2% | +19.0% | +15.6% |
| 1Y | +23.3% | -11.3% | +34.6% | +32.5% |
| 3Y | +126.1% | +15.2% | +110.8% | +85.3% |
| All | +126.1% | +13.8% | +112.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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