+23.5%
KEY vs D
+16.5%
+7.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | +6.7% | +9.0% | -2.3% | +5.5% |
| 3M | -4.6% | +1.0% | -5.6% | -5.0% |
| 6M | +2.6% | +11.0% | -8.4% | +2.0% |
| YTD | +7.0% | +19.8% | -12.8% | +7.7% |
| 1Y | +23.5% | +16.0% | +7.5% | +23.4% |
| All | +23.5% | +16.5% | +7.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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