+10.0%
KEY vs BR
+1,321.0%
-1,311.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +2.5% |
| 7D | +2.2% | -5.3% | +7.5% | +5.9% |
| 30D | -3.0% | +6.4% | -9.5% | -7.5% |
| 3M | +3.3% | +13.6% | -10.3% | -6.7% |
| 6M | +9.2% | -6.7% | +15.9% | +11.3% |
| YTD | +10.6% | -21.1% | +31.7% | +25.4% |
| 1Y | +20.4% | -29.6% | +50.0% | +47.6% |
| 3Y | +121.8% | -2.4% | +124.2% | +112.3% |
| 5Y | +41.1% | +11.2% | +29.9% | +18.4% |
| 10Y | +168.5% | +191.8% | -23.2% | +3.1% |
| All | +10.0% | +1,321.0% | -1,311.0% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling