+115.0%
KEY vs D
+82.3%
+32.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -2.5% | +6.9% | -9.4% | -4.3% |
| 30D | +4.1% | +12.3% | -8.3% | +0.8% |
| 3M | -8.4% | +3.0% | -11.4% | -9.2% |
| 6M | -2.3% | +12.8% | -15.1% | -5.6% |
| YTD | +4.6% | +22.6% | -18.0% | -1.6% |
| 1Y | +24.6% | +21.7% | +2.9% | +17.2% |
| All | +115.0% | +82.3% | +32.8% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling