+42.0%
KEY vs COMP
-47.7%
+89.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | -3.0% | -13.3% | +10.3% | -1.1% |
| 3M | +3.3% | +41.1% | -37.8% | -2.5% |
| 6M | +9.2% | +17.2% | -8.0% | +4.7% |
| YTD | +10.6% | +5.2% | +5.4% | +7.4% |
| 1Y | +20.4% | +18.9% | +1.5% | +14.1% |
| 3Y | +121.8% | +215.9% | -94.1% | +71.4% |
| 5Y | +41.1% | -31.2% | +72.3% | +12.9% |
| All | +42.0% | -47.7% | +89.6% | +16.9% |
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