+123.6%
KEY vs CAPR
+40.5%
+83.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | -3.0% | +139.2% | -142.2% | -4.3% |
| 3M | +3.3% | -66.4% | +69.7% | +3.8% |
| 6M | +9.2% | -63.1% | +72.3% | +9.5% |
| YTD | +10.6% | -67.4% | +78.1% | +11.1% |
| 1Y | +20.4% | +58.2% | -37.9% | +14.8% |
| All | +123.6% | +40.5% | +83.1% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling