+40.8%
KEY vs BR
+9.8%
+31.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | +2.7% | -5.9% | +8.7% | +5.2% |
| 30D | -3.2% | +1.9% | -5.1% | -4.3% |
| 3M | +1.0% | +14.7% | -13.7% | -5.4% |
| 6M | +11.9% | -12.8% | +24.6% | +18.2% |
| YTD | +8.7% | -23.0% | +31.7% | +21.9% |
| 1Y | +18.5% | -31.7% | +50.1% | +41.5% |
| 3Y | +124.0% | -4.8% | +128.7% | +121.2% |
| 5Y | +40.8% | +7.8% | +33.0% | +21.9% |
| All | +40.8% | +9.8% | +31.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling