+34.2%
KEY vs COMP
-56.6%
+90.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.2% | +5.4% | -1.5% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | +4.1% | -0.8% | +4.8% | +4.0% |
| 3M | -8.4% | -28.1% | +19.8% | -4.2% |
| 6M | -2.3% | +27.0% | -29.3% | -7.3% |
| YTD | +4.6% | -12.8% | +17.3% | +4.1% |
| 1Y | +24.6% | +4.9% | +19.7% | +20.3% |
| 3Y | +112.8% | +321.0% | -208.2% | +58.5% |
| 5Y | +12.9% | -25.6% | +38.5% | -8.6% |
| All | +34.2% | -56.6% | +90.8% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling