+3.5%
KEY vs CAPR
-99.1%
+102.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -2.7% |
| 7D | -2.5% | +29.7% | -32.2% | -2.9% |
| 30D | +4.1% | +11.0% | -6.9% | +3.8% |
| 3M | -8.4% | +118.8% | -127.2% | -9.8% |
| 6M | -2.3% | -73.9% | +71.6% | -1.5% |
| YTD | +4.6% | -70.2% | +74.8% | +5.1% |
| 1Y | +24.6% | +38.3% | -13.7% | +18.2% |
| 3Y | +112.8% | +199.7% | -86.9% | +95.7% |
| 5Y | +12.9% | +130.6% | -117.6% | +3.4% |
| 10Y | +126.7% | -68.5% | +195.2% | +98.9% |
| All | +3.5% | -99.1% | +102.6% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling