+15.2%
KEY vs CAPR
+160.6%
-145.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.8% | +2.5% |
| 7D | -0.4% | +36.0% | -36.4% | -0.9% |
| 30D | +7.2% | +25.8% | -18.6% | +6.8% |
| 3M | -4.9% | +140.8% | -145.7% | -6.6% |
| 6M | +1.1% | -67.6% | +68.6% | +1.6% |
| YTD | +6.8% | -65.9% | +72.7% | +7.1% |
| 1Y | +23.3% | +66.1% | -42.8% | +15.9% |
| 3Y | +126.1% | +256.9% | -130.8% | +88.3% |
| 5Y | +15.2% | +172.1% | -156.9% | -6.6% |
| All | +15.2% | +160.6% | -145.4% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling