+29.6%
KEY vs COMP
+23.8%
+5.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.4% |
| 7D | +1.7% | +9.5% | -7.8% | +0.3% |
| 30D | +6.8% | +8.1% | -1.3% | +5.4% |
| 3M | -5.8% | -16.3% | +10.5% | -4.0% |
| 6M | +1.4% | +42.2% | -40.8% | -5.1% |
| YTD | +7.5% | -5.0% | +12.5% | +7.7% |
| 1Y | +29.6% | +20.1% | +9.5% | +26.1% |
| All | +29.6% | +23.8% | +5.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling