+117.9%
KEY vs CAPR
-68.5%
+186.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | -1.3% | +41.1% | -42.3% | -1.9% |
| 30D | +5.1% | +11.1% | -6.0% | +4.9% |
| 3M | -7.1% | +115.3% | -122.4% | -8.8% |
| 6M | -4.4% | -73.8% | +69.5% | -3.4% |
| YTD | +4.0% | -68.8% | +72.8% | +4.5% |
| 1Y | +23.4% | +43.3% | -19.9% | +15.7% |
| 3Y | +113.9% | +214.7% | -100.8% | +91.2% |
| 5Y | +12.3% | +141.3% | -129.0% | -0.3% |
| All | +117.9% | -68.5% | +186.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling